Untrue in the cases of VEP, ClinVar, gnomAD. These are either offline, open-source tools or databases. You can download or query these and no one would be the wiser.

Claude on the other hand - yeah you are giving your data away. But that step really isn't necessary.

By running a standard pipeline you could get a VCF (File containing the Variants in your genome) and each variant would be annotated. You can check all the annotated genes and figure out if these variants are pathogenic, likely pathogenic, likely not pathogenic or benign.