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 At some point you will want to move your coins at which you will need an electronic device. With key exfiltration, you might sign one tiny transaction and seconds later somebody signs another transaction with your keys sending all the rest away.

Or even worse: You send a transaction and seconds later somebody does a replace by fee and sends all your funds to another address.

The point being that this issue can affect you on your very first transaction if you are using a compromised device.