About JPG to PNG conversion
Converting a JPG to PNG gives you a lossless copy. Further edits and saves won't add new compression artefacts, which helps if you plan to edit the image repeatedly or need a format that design tools accept.
PNG files are usually much larger than the JPG they came from. The conversion can't restore detail the JPG already lost. It only stops further loss.
JPG has no transparency, so the PNG will be fully opaque. To get a transparent background you would need to remove it in an editor first.
Private by design
Everything happens inside your browser tab. Your image is never uploaded, so it is never stored on a server.