They run the agent in a VM somewhere on their own infrastructure. Any leaks are limited to the code and credentials that you deliberately make available to those tools.
Yes, this is a good idea. My only beef with that is I would love if their base images would run on macOS runners, and Windows runners, too. Just like GH Actions workflows. Then I wouldn't need to go agentic locally.
They run the agent in a VM somewhere on their own infrastructure. Any leaks are limited to the code and credentials that you deliberately make available to those tools.