It seems like they only make the localhost requests on your first visit. If you open devtools in incognito mode (or just clear the cookies) before accessing https://ceac.state.gov/genniv/ you should see those 127.0.0.1 attempts as ERR_CONNECTION_REFUSED in the network tab.

Somewhat more worryingly, Little Snitch doesn't report them at all, though that might just be because they were already blocked at the browser.