Hardware wallet isn't the best for two reasons
1. They always need internet connection.
2. You have to keep your private key safe yourself.
Isn't it the same thing with other crypto wallets except from those centralised wallet that gives user no access to their keys?.
Hardware wallets do not need an internet connection to operate, that is the whole point of hardware wallets: unlike any other desktop, web-based, or mobile wallets they function in offline environments. Private keys that are sitting inside hardware never touch the Internet and are only used to sign messages created with corresponding public keys. More advanced wallets don't even need to be physically connected to your PC in order to sign transactions: the information about transactions can be sent to them via different means such as SD-cards, NFC, QR-codes, Bluetooth, etc. Hardware wallets allow you to interact with unsigned transactions in the most secure way possible. That doesn't mean, however, that you shouldn't create several backups of your seed and keep it securely: the seed is essential information to recreate your private keys and addresses.