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
the thing that i wanna say that if anyone has physical access to your pc/laptop then the scene can be different..
its better to keep your wallet in offline in some portable hard drives.
or you can write your private keys in some place that no one would expect to find them, so they would not be subject to hardware failures