Hmm.. that's odd. I don't see how Electrum could be worst than Copay in the security aspect.
It's also strange that in the same website, I see that they say this about Electrum:
"Not friendly for newbies,
and the reliance on external servers could present security threats."
Even that Copay actually relies on a centralized service by default. This means a third party must be trusted to not hide or simulate payments.
In the end Electrum > Copay. But you shouldn't worry about using Copay as your wallet. I have used them for a while and it worked well without any problems.
Also, I think
https://bitcoin.org/en/choose-your-wallet is a better place to check most pros and cons from all the major wallets.
I also checked Electrum even so and I thought the interface is horrible...
And yeah... Electrum's interface is awful.
