This is not an interactive fiction game. While primarily text-based, it uses rich UIs based around that text, and the input mechanism is not command-based, but instead generally button-based (or in the case of the third and fourth parts of the game, partially arrow-key-based). In addition, the end of the game isn't actually text-based at all.

The developer would have to ship their own custom engine, at which point you have unsandboxed code running under your user account on your computer, instead of code sandboxed in the browser (which is probably the most generally available and secure sandbox for arbitrary code that exists right now). You are quite unlikely to give the game a full code review to make sure it's not making any analytics requests or shipping your data off to the program author, so that is probably worse from a logical security standpoint.

Now, if you're worried about the request to load JQuery from ajax.googleapis.com, you could've pointed out originally that this is a concern for those who worry about their privacy, and most on here would agree with you. I'm not actually sure why the author of this game decided to use the CDNed JQuery, when the rest of their scripts are unoptimized and loaded from their own server.