in addition to the options for losing keys mentioned by Biodom, there is always an unexpected hacking option. We can recall the story that happened a few months ago with Libbitcoin, where key generation was carried out with insufficient entropy, as a result of which the keys generated in this way were especially vulnerable to hackers. This way, you can be confident in the safety of your keys and still face the loss of your bitcoins. The probability of this is almost zero, but still not zero.
This is why addresses must be created on a computer which has no internet connectivity and printed on a printer that will never have internet access. Printer spooler buffers can be hacked.
What you say is correct, but it would not have helped in the Libbitcoin story. There, the method of generating private keys itself was compromised; it turned out to be insufficiently random. If, with a sufficient level of entropy, potentially only a quantum computer in a few decades will be able to crack the private key of Bitcoin, then the keys generated by software using Libbitcoin can be cracked by a fairly powerful ordinary computer. And this is an unacceptable level of vulnerability. Even if you generate a key on a computer that is not connected to the network, this would not be enough. If anyone has used any software that uses Libbitcoin and has not yet transferred their bitcoins to other addresses, it is better to do so immediately.