I mean don't you think it is a good idea to move the coins to a better setup?
Yes, of course, but that assumes that his current set up is inadequate. If he is using a truly cold wallet, set up on a permanently airgapped machine, with a strong passphrase backed up separately, then that is already very secure and moving to a multi-sig provides only very marginal gains.
2. In terms of theft, then the multisig vault is safer because the attacker will find one backup and they have no clue that you have set a multisig vault with another wallet. They will probably think of bruteforcing the passphrase though.
Well, with multi-sig back ups you should be backing up a subset of your other xpubs alongside each seed phrase, which makes it obvious it's a multi-sig back up.