Since you already came to the conclusion that it would be possible, it is safe to assume, other people might have had the same thought. It's also safe to assume, people might have had those thoughts with a different intention than you had.
So: Most likely there might be one site or more that actually do exactly what you would think they do. It's even worse than you think: A quick check of some of those sites shows that - besides their own JS - they include third party javascript e.g. for ad-placement and so on. So even if they do not log your passwords, a third party might decide to do so.
You can (if it is implemented purely in JS) read though the code and decide if it is "clean" or not. However this could change with every call you make to the site so I suggest not using them. By the way: at least http://www.passwordmeter.com/ does give you all the calculations in plain text. You can simply do it by hand or write a short script, that tests everything for you.
BTW: I just realized, that very site does not even use transport layer encryption. That's my facepalm of the day.