I think it really is worth it for the reasons given. Again, the objective is not to disrupt the Bitcoin monetary systems as a whole – quite the opposite. The aim is to grow it but have the ability to covertly target individuals as an when required.
Even if 1 in a 1000 individuals had their BTC drained, I doubt that would be enough to cause general alarm, as its very difficult to pinpoint how a key was leaked.
I agree that this is all very theoretical and amounts to a bit of storytelling. AFAIK there is zero evidence this is happening. However, it’s not for me to prove it. The onus is on the "Don't Trust, Verify" BTC proponents to justify that what I’m hypothesising is false.
Well, let's say that your device that you use for offline signatures of bitcoin transactions has a backdoor installed to leak private keys (I won't go into technical details on how this can be done), you would have to verify the supply chain of that chip, each component of your computer, each manufacturer piece by piece... this would be unfeasible for ordinary people, especially those without technical knowledge... of course, when it comes to sensitive information such as bitcoin keys, we should always be concerned with verifying everything before considering the best option to store your keys safely. However, verifying the entire supply chain is impossible and impractical at the moment and perhaps in the distant future. Unfortunately, some degree of trust is still necessary to impute on what is beyond our reach to verify for ourselves.
That's why hardware wallet DIY projects like Krux, seedsigner and so many others were created, to reduce (not completely) the risks of supply chain attacks while users use them on offline devices to further minimize the risks, all we can do is minimize the risks, unfortunately not completely, remember, nothing in this life is 100% safe, seat belts, helmets, condoms and so many security methods are to reduce the risks of some unwanted factor, but none of them guarantee 100% security.