Wikipedia (https://en.wikipedia.org/wiki/Conservative_extension) says:
Von Neumann–Bernays–Gödel set theory is a conservative extension of Zermelo–Fraenkel set theory with the axiom of choice (ZFC).
In which sense is NBG a conservative extension of ZFC? I think that in NBG one can prove the existence of a proper class (i.e. the class of all sets) whilst in ZFC one can't prove the existence of such an entity. So there are really statements in NBG that are not provable in ZFC. Why should it be conservative extension then?