Any of a kind Bitcoin wallet need to share private key on the internet-connected machine.
Bitcoin client has no responsibility for to keep private key secure. If your's machine connected to the internet, your keys can be hijacked, because your machine can be hacked before you import keys.
The questions is, how to trust any of existing crypto-wallets to store private keys?
P.S. My answer is "no trust" to all of them.
I also wonder about the security of our private key putting it in an online world so it would be possible to the attackers to do anything about it because it is an internet connected machine so it would be always possible to all hackers to do evil things. Unless if we have that kind of security like authenticator that no one can access your credential and good things about its an offline mode.
Any system have flaws. 2FA can be breached (for example perpetrator can impersonate you, restore your SIM card and further steal your identity). However you need to weight all those risks against 2 key things:
1. How much do you keep in your wallet? (If the amount is insignificant or less then the effort attacker will need to take to get to it, you are probably safe)
2. How much have you told "world" about your holdings?
Also you probably want to care about "random" attacks. I.e. malware that don't have specific target, just attack anyone that it managed to infect. Basic internet safety precautions should help you with that, but don't guarantee you don't get attacked.
If you are holding below 1 BTC (this is my personal measure, it may vary for you) I would suggest you to use most basic means (encrypted wallet, standard anti-virus, follow basic rules like "don't run things if you don't know where they came from" or "don't click links... EVER"). If your holding above 1BTC (again - it's my measure) - just put whatever you don't need in immediate reach offline.
Always remember - Better safe then sorry.
Good luck and stay safe!