This is valid issue, although it applies to all devices we use.
Yes, but not all devices we use are intended to be resilient to attacks by state actors. I believe for Bitcoin to be useful it needs to be able to withstand such threats - otherwise we might as well use USD. What's your answer to this question posed on the 1st line of the OP?
Yes, we should consider state attack as Bitcoin threat model. But Bitcoin isn't useless or die if government actually put backdoor on some chip used by hardware wallet.
If government actually execute this kind of attack, what exactly is their goal? Stealing Bitcoin? Making people lose trust to the HW manufacture or even Bitcoin itself?
Control over the encryption so that it can be sabotaged or manipulated at some point in the future.
So it's similar with "collect it all" approach?