Projects have their own-built wallets, so I don't really understand why people are too lazy to use online wallets, that are risky for sure. Using online wallets, they don't have control on their private keys or seeds, and might lose their funds at any time (if sites shut down, or owners of those sites do scam exits and steal users' funds).
Yeah, you're right! If such coin got its own wallet then it should be the one which you will use above any options out there. However, if it's not then I also see no threats of using online wallets as long as it was proven legit and already running for a long period of time. The best example is MEW.
Official wallets from projects which are very easy to get from their websites, githubs, ANN threads. We can not deny the fact that with new born projects, there are risks to download and install their wallets, if you don't have skills to scan and check potential threats before installing. Scam projects can add hidden threats into their wallets and will compromise your computers later.