Questions
Why would a photo contain my location?
Phones and many cameras save the GPS position in the photo when location access is on for the camera. Anyone who gets the original file can read it.
Do apps remove it when I share?
Some services remove it on upload and some do not; files sent as documents, by email or through cloud links usually keep it. Checking the file itself is the only way to be sure.
Is my photo uploaded?
No. The check runs in your browser. Only if you choose to open the map are the coordinates sent to OpenStreetMap.