See https://github.com/gorhill/uBO-Scope#privacy-policy -- reproduced below:

uBO-Scope extracts the base domain of network requests and create pairs [3rd-party base domain name, 1st-party base domain name]. Distinct pairs are stored on a day-based granularity in order to be able to compute an actual 3rd-party exposure score, and a theoritical ("averted") 3rd-party exposure score.

*All the data created by uBO-Scope never leave your browser.*

The only connections uBO-Scope make to the outside world are to fetch latest version of these two resources, used internally by uBO-Scope:

https://publicsuffix.org/list/public_suffix_list.dat: to correctly extract base domain names.
https://raw.githubusercontent.com/disconnectme/disconnect-tracking-protection/master/services.json: to provide metadata (ownership, category), if any, for third parties in the popup panel.

(Actually, there is no code yet in this early version to fetch these remote resources, they are currently always loaded locally).

If you uninstall uBO-Scope, the browser will destroy its associated storage, and the data will be lost forever.