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The thing is, you can hardly be 100 % sure that your PC is not compromised.
The good news is that, if you are concerned about security, you can create and use your wallet on a computer that is NEVER connected to the internet, so even if you have "sneaky spyware" "that makes a screenshot every 10 seconds" it can't ever "send it to the attacker".
You can't do that with your email or bank account, can you?