CIL Merge does not collect or transmit any personal information. Nor does it download or upload any data to or from any server; all operations are performed locally on the user’s PC. CIL Merge does not require an Internet connection for use.
CIL Merge does save the last folder selected in an Open or Save dialog internally. It does so for your convenience, so you don’t have to navigate to the same folder every time you add a file. This path is not synchronized to any other computer. While you cannot remove this setting (short of uninstalling the app, at least), you can overwrite it by choosing a file in another folder; CIL Merge only keeps track of one folder at a time.