In the world, there are all the same risks that exist in the real world. Yes, you can lose your coins if someone steals your private key from your wallet, but your car can also be stolen from under the house. In both of these cases, the security of your coins and your car lies with you. Perhaps the insurance will cover losses, but in the case of for example force majeure circumstances, you can lose the house, apartment, car and insurance it will not cover. Some people advise to separate coins in different purses and not store them in one place, so I do.