How could it be safer than you holding your privatekey and having an exclusive access to your coin? Remember if this bank decided to freeze your bitcoin account, then you won't be able to move it anywhere you wanted. Worst it will be lost forever since it might probably seized by the same bank where you put your trust.
Many coins get stolen from desktop wallets
We just don't hear about such events since no one is likely going to admit that it was his fault, and thus these people prefer to chew on the bullet in silence and solitude. It is like car incidents versus aircraft crashes. People are killed daily in massive numbers but most of these cases pass completely unnoticed because they happen quite regularly. On the other hand, every aircraft crash gets attention and prime time, especially if a few hundred people got killed in such crashes, though they are incomparable by the number of victims with car accidents. This is called selection bias