Yeah, I mean all the downloading and private key importing and all that is just an extra hassle. It would be much better if the team used a POS type of staking. This way, we would feel more secure without downloading anything and would have to look at it every 90 days instead of running a program all the time.
I think the goal of staking in the wallet is to make HAT tokens worth more because if 50% of all tokens are locked in staking wallet, the are not counted into the circulating supply. That's why CMC shows such low circulating supply (currently 337,793 HAT).
The (new) HAT ETH contract is the only "instance" that is controlling the staking process and thus you need to interact with it to stake. The wallet cannot do any magic here outside the control of the contract (unless there is a function for that). As the functions are publically available and even the contract is open source everyone can check it and interact with the contract (as long as you respect the rules of the contract). That's why the wallet is not needed for the staking, it's only purpose is to automate the process and allow a simplified interaction with the contract. For interacting with the contract in the name of your ethereum account/address you need to provide your private key. As you cannot check what the wallet does with your private key you cannot be sure whether it's misused (with the knowledge of the private key it has full control over your ethereum wallet/account/address).
It's possible to manullally stake by interacting with the contract as I stated here:
https://bitcointalk.org/index.php?topic=2285591.msg27372662#msg27372662This way you can use any client that supports ERC-20 and you like and/or trust ;-)