Thank you!

We're not aware of anyone who's using the Ledger option yet. That would be a nice route to take.

Similarly to Steem Connect, Scatter and Greymass' eos-voter encrypt your keys locally, so they're ostensibly never exposed on the internet. Inputting a private key on a website seems crazy now. These interfaces avoid that. Greymass has a provision to airgap, so that you can use the wallet on a machine that never is online. It works quite well.

But you have to do what you're comfortable with. BTW, there are some airdrops that you won't receive without taking action. Some are distributed for voting. Others require additional actions on your part. So you really can't maximize your EOS holdings without stepping out and using some sort of interface.