Whatever is stored in OP_return is visible on the blockchain and everyone will have access to your private keys since it cannot be deleted, making it vulnerable to attack.

Private keys should be store offline for maximum security so that no one can have access to compromise your wallet. This is why offline storage is the best. Hardware wallets and electrum cold storage is the best way to keep your funds safe because the private keys are never connected to the internet. Online storage has many flaws than offline storage.