I thought the same then I thought that maybe they should show instructions to create a user that only has the bare needed access. After you run, you revoke. I could see myself using something akin to this when tearing down old stuff.
From the FAQs
Q: Do you store the keys?
A: No, each Nuke is an ephemeral sandboxed process and we don't store any keys.
Not sure that's gonna be enough assurance, my friend