The paper wallet advantage: You wont be exposing your wallet info over the internet once it is printed and all its digital copies are deleted.
Just with deleting your private key from your device, you make your paper wallet secure.
Most people generates their paper wallet incorrectly. For generating a paper wallet, you should use a safe tool on an airgapped device.
Electrum offers advanced features such as Replace-By-Fee , which allows you to increase transaction fees after a transaction is submitted, and CoinJoin, which enhances privacy by combining transactions.
There is no coinjoin in electrum.
Now come to the point, whatever software wallet or hardware wallet, whatever Trezor/Ledger or Open-Source, who knows do they have any back door or not? ?
When you use a open-source wallet, you can review the code and know how exactly it's working.
For example, we are sure that there is no backdoor in electrum.