o_e_l_e_o: that's absolutely true. However, if there was a way for you to completely anonymize the very fact that you own cryptocurrency, or even a crypto wallet, you'd arguably be safe(ish), right?
Being completely anonymous* would certainly help to protect you against a number of attacks, such as attacks targeted against you specifically, malware directed against you specifically, $5 wrench attacks, physical compromise of your devices, attacks against your back ups, etc. However, it does not make you safe from any untargeted attacks such as clipboard malware or malicious wallet software.
*Glossing over the fact that it is close to impossible to be completely anonymous online.