Yes, it sends the url to webfuse.com for the proxy test and to a ws21.webfuse.com host for a session data that also contains the url. They also open a web socket to ws21.webfuse.com that also contains the url.
Ooh, and to example-org-p.webfuse.com to actually fetch the content for the proxy.
It's totally a lie that URLs are processed client-side only.