Whimbrel turns your speech into text with a speech model that runs on your phone. Once the model is on your phone, Whimbrel works without a connection: in airplane mode, on a train, or anywhere the signal drops.
It uses the internet for one thing only: downloading its speech models. That download carries no audio and no text. Like any download, it shows the server that hosts the models your IP address.
A speech model is a large file, so download it on Wi-Fi if you can.