I've never had that anyone lost this wallet because of EtherDelta, though it's much better to use Metamask when trading on EtherDelta. It totally secure and much more handy.
I agree with you. Before ,I am very hesitant to join etherdelta for security reasons of my wallet. Since we are exposing our private keys to their site. But when metamask is introduced, I am trading using it. Just set your default wallet in metamask and refresh etherdelta and thats it.Very convenient.