I meant - does it route everything through an SPN (someone else's server).
The question arising is not necessarily your fault, more like healthy skepticism because other products turn out to be a service and you don't realize they've made themselves a dependency.
If you enable the SPN, everything is routed through the SPN by default and will go over at least two hops. You can change this to your preference. Most things can be configured per-app.
The SPN is the only service-like feature, all other features are 100% local. The only dependency is that updates - including intelligence data - is downloaded from our servers: Traffic is encrypted and binaries are signed "end-to-end", intel data will be signed soon.
The question arising is not necessarily your fault, more like healthy skepticism because other products turn out to be a service and you don't realize they've made themselves a dependency.