Same reason a basic $30 door lock from Home Depot is more secure than a $300 Schlage wifi door lock.
It all has to do with the scope of vulnerability. If the information only exists as a physical object, its scope of vulnerability is the physical vicinity of the object. If it exists as a digital copy, the scope of vulnerability is: every single device that could conceivably connect to the same network that hosts the device where the digital copy is stored.
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