Your private key gets full citizenship

Launched in 2014, Estonia’s e-residency program allows anyone to become an official resident of Estonia without having to move there. E-residents are given an identification card with a chip that uses 2048-bit public key encryption. With that digital ID, they can access government services to set up a company or open a bank account in Estonia without ever needing to actually visit. The idea is to expand the number of residents in Estonia, even if they are virtual, and to attract investment.

But  how do we know that government did not keep a copy  of the key?