well those private keys derived from brain wallets were pretty bad actually. They are not really private keys, but still, I guess you can think of it that way, and brain wallets are absolutely terrible security
Private keys generated in the online wallet might be shared to you and hold by the wallet providers. But hardware wallets and desktop wallet are unique can be utilize by the user alone. Henceforth private key is much safer for you to import the wallet and hold the amount in the wallet with much safety. To whom may ever, don't share your private key and wallet.dat file to keep your wallet safe.