For me, I don't worry too much about losing my private keys, because it is unlikely to happen rather an unexpected cryptocurrency market crash. The cryptocurrency market is unpredictable thus anything can happen at any giving time.
Losing private key is you personal matter while crashing with the market is not in our hands to predict. It's very scary once you are in the investment side and after dealing with your research and you are expecting trends to favor you and what happened is the movements went to the other side and you are unprepared to cut out loses and everything went to a doomed putting you in the deepest negative outcome, that's more scary. Since you don't have any control of situational events inside this market.