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?
Your security, not your privacy.
Take note that any online device is always prone to hacking and it's recommended that the wallet is offline and your private keys never connect to the interent. That's why I recommended to import your private keys on an offline (preferably to be air-gapped) device and sign your transaction there. This doesn't mean you can't use an online device and sweep your private keys.