Wow, the timing is perfect, I was going to post about this. I also found out last night that they actually proxy your requests without your permission. I have setup an exclusion within my firewall for certain request parameters, but it kept getting blocked despite all my settings a though it was going through their server. That really pissed me off since these requests actually contain sensitive data they did not have permission to intercept.
Postman also removed the ability to export individual requests and grouped them into "Share" which means now you have to get a subscription to get your data out, and most export options are gone completely, except for collections itself - which they ask you questions why before you can get your data out. Fuck Postman. I moved to Insomnia as of last night (open source).