The problem with the wallet is that it's not open source. There is no way to know whether your private keys are being sent to their servers or kept locally only.
Then you'd have to assume the former IMO, and I'd try to avoid any wallet that isn't open source. I'd also avoid web wallets in general, but obviously writing that in this section would be silly.
Why not try to use chrome-extension seems to be a better option, but in general try to stay away from these wallets because the connection to the Internet means risk.
There's a Chrome extension wallet? I've never heard of one, but Jesus....why involve Google in anything more than you have to? They aren't exactly known for their respect for people's privacy.