* Is it highly unlikely, sure, but it's important to create awareness of the risks associated. At the end of the day, you are sending potentially sensitive data to a third party.*
I don't think it is highly unlikely. I think it is highly likely that if you make a habit of using these tools one of them will eventually be compromised. Either through a technical hack, financial pressure, purchase by an immoral entity, or a disgruntled employee somewhere along the path.
Then again if it's just for testing/learning, and the data isn't really sensitive who cares, use what's easiest. Most of the time the easiest for me is jupyter so I can test how it actually works, and when I'm finished I have working code.