I don't know, but assume that you’d be concerned if a website kept a copy and be fine if it didn't. So why use an online service for a conversion that could be done offline? OS X The default image viewer is Preview, which can export to PDF. If you do it regularly, use Automator or AppleScript, and a drop folder, service, workflow or applet. It will be way faster than uploading and downloading! Windows The default image editor is (I think) Photos; it can “print” to a PDF. Shouldn't be hard to automate.
A simple tool like Preview or Microsoft Paint, but also a workflow or applet might work OK. Don't make it so hard to use! If the process is repetitive, and you have an automated workflow, your site will be less of a headache. If you're just running a conversion one-time, there's no need to do it manually, so don't. Make sure it's reliable and doesn't require a big investment. The site can make use of automation, automation should make use of automation. There. It may seem redundant (I am guilty of that myself), but keep it in mind. And don't be afraid to automate even if it only works 90% of the time. If the goal is to make more money, automate is the right answer. That's enough ranting for now.