While your answer is re-assuring, I'm not sure it's accurate.
In fact the resulting split GED(s) is downloaded from llenrup.com; and so it is being uploaded to them first. So, the original poster is not crazy to "not trust" the website.
Personally I would neither want to upload all my work to a third party, or download the resulting files from a third-party website IF there were a simpler way to do it locally, on my own computer.
Tangent: over the last couple years, I have been using Gigatrees for some GED analysis, and it is very powerful. But also very difficult to configure and use, and I cannot recommend it to normal people. You need to be a computer nerd (which I used to be) of some type, to make it work for you without brain damage; it was built by super-talented programmer-genealogist, for himself, and similarly eager souls.