They come from your browser's cryptographic random number source, which is designed to be unpredictable and uniformly distributed. Whole numbers are drawn without modulo bias. They are suitable for sampling, games, and classroom use, but you should not use any web page for security-critical secrets.
What does "no repeats" do?+−
It draws without replacement, so no number appears twice. It requires the range to contain at least as many whole numbers as you ask for. This is how you would pick a simple random sample of distinct items.
Why is the mean of my list not exactly the middle of the range?+−
Random draws vary. A list of 10 numbers will rarely average exactly the midpoint. The average of a longer list tends to sit closer to the midpoint, as the law of large numbers predicts.
Can I pick a random sample from a numbered list?+−
Yes. Number your items from 1 to N, set the range to 1 to N, choose how many you need, and tick "No repeats". The numbers generated are the positions of the items to select.