Why sweeping the private key of a paper wallet isn't a good idea?
A paper wallet should be always offline. Otherwise, you would defeat the purpose of a paper wallet.
Since you can only sweep your private key into an online wallet and there is no way to sweep a private key into an offline wallet, it's better to import your private key into an airgapped device, sign the transaction offline and don't use the sweep feature.
This is assuming you have created your paper wallet on an airgapped device in the correct way. If you didn't do so, you have already defeated the purpose of a paper wallet and your so-called paper wallet isn't really a paper wallet.
My paper wallet was made by Bitcoin ATM machine. In general, are you concerned that I could loose my funds during sweeping the paper wallet into Electrum (preinstalled on Tails) or are you more concerned about privacy?