The playground is a static page that runs the published Milano engine in your browser. It has no backend, stores nothing, and sends nothing anywhere: what you type stays in the tab, and a shared link carries the state in the URL fragment, which browsers do not transmit to servers.
A vulnerability in the engine itself belongs in get-milano/sdk. Report problems with this page (a way to make it execute something a document should not, or to leak state between tabs) through this repository's Security tab, then Report a vulnerability. Please do not open a public issue for a suspected vulnerability.