This app apparently sends data to their servers. If you don't want to share this information, you can use an app like Lockflow (https://apps.apple.com/us/app/lockflow-lock-screen-shortcuts...) to put an Apple Shortcut on your home screen.

That Apple Shortcut could be the Dictate Text action hooked to create/append to an Apple Note (thereby not leaving your device) or fire off an email or send a message via your favorite bot service (Discord/Telegram/Slack/etc).

Bonus: That Shortcut will also work on your Mac.

There's also the minimal friction app Just Press Record (https://apps.apple.com/us/app/just-press-record/id1033342465), which will transcribe and has a decent Shortcut library.