These mazes are generated with an algorithm that is similar in principle to the Growing Tree algorithm.
The algorithm starts with a single cell. If you pause the algorithm animation, then press the "reset" button, you will see this cell alone. You can then press the "step" button repeatedly to watch the algorithm incrementally grow the maze by extending it into new cells.
There are different types of cells, distinguished by how many adjacent cells they connect to. A cell that has just been added to the maze is a "dead-end", meaning it only connects to the one adjacent cell that came before it. Later, this cell can become connected to a second adjacent cell, converting it into a "path" cell between two other cells. Later, another branch may grow out of this cell, turning it into a "forked" cell.
Whenever the algorithm is about to grow the maze, it randomly decides to either extend an existing dead-end into a path, or fork off a new dead-end from an existing path, with a probability based on the appropriate slider on this page.
The algorithm keeps two hidden lists of cells that it can potentially grow from. The first list only contains dead-end cells, and the second list contains path cells. When the algorithm has chosen to extend a dead-end, it takes the most recent available dead-end cell from the first list, adds a new dead-end cell next to it, and inserts the original cell into the second list since it is now a path cell. When the algorithm has chosen to fork off from an existing path, it instead takes a random path cell from the second list and starts a new branch from it by adding a dead-end cell next to it.
After choosing a cell to grow from, the algorithm has to decide which direction to grow in. The probabilities of each available direction are weighted based on the corresponding sliders on this page. If none of the adjacent spaces are available, then the chosen cell will be discarded from the lists and a different cell will be selected to grow from instead.
For more details, you can read the source code using either github or right-click -> "View Page Source".