What they will do? Brute forcing the private keys is almost impossible right.
Back door meaning giving another party access to your keys which in combination with a keylogger of some sort can be deadly. I think that is what he meant.
Think what he is saying is that the code itself has backdoors that allow bitcoin to be stolen. Example:
https://arstechnica.com/information-technology/2018/11/hacker-backdoors-widely-used-open-source-software-to-steal-bitcoin/You could argue that close sourced is more risky. But open source also means that scammers have full access to the code and can readily identify vulnerabilities. This is one reason why Ledger does not open source all parts of its architecture.