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.
For Macs use Preview, which can create PDFs. You want something on the desktop. Mate default image viewer is Snag It; it can export to PDF. No need to mess with it for images in your website, since they're usually huge and easily resized and turned into PDFs. Apple has a nice web service for that: Photos. Do whatever you want for your images, because the images are all the same size—and with no size prefix, it's super easy to add multiple sizes in the same workflow. I've done it for some of my most important website images. There's no need to worry about your PDFs since they're never uploaded, only imported. The most popular file type is PNG; the most popular image format is JPEG; if you don't really care about that, then use PNG anyway, because PNG is better suited for your needs. Linux The default image viewer.