if your pc is clean being connected or not will not make any difference, if you knwo that your pc is infected(usually something wrong happen in this case, like cpu usage too high, strange filename ecc...) then it is better to move your wallet in another storage(offline is better)

my point is that you can have a online safe computer, in my case i have a wallet that it is always online with some btc, no one has stole those bitcoin from my desktop ever, they are still here

it is just a matter of dealing well with security