But what would be a good alternative when you don't have an offline machine?
Then you should get one. One laptop with Libreboot (Open Source BIOS), some Linux, Bitcoin Core client without a chain, and then you have it. Usually, when people don't want to set up some additional offline machine, then they use hardware wallets. For me, it is easier to set up some laptop like that, because then I have full control.
Would it be a good idea to create USB stick bootable Linux (from a trusted source)
Why not, but remember that now, there is some malware that can be executed on BIOS level, and bypass your Operating System, if you have for example Intel Management Engine:
https://en.wikipedia.org/wiki/Intel_Management_Engine#Ring_%E2%88%923_rootkitand then access some trusted key-generator (e.g. bitaddress.org)?
I wouldn't call it "trusted". If you generate your keys directly on this website, then it is a bad practice. Even cloning the sources and running them on some online device from the local hard drive, instead of visiting the website, is a bit better, because then at least you will be resistant to some DNS attacks, and some similar-looking websites, where you could have some latin characters, replaced with similar Unicode glyphs from other alphabets. At least if you run things locally, you will see a long local path, like "file:///home/bitcointalk/bitaddress.org-3.3.0/bitaddress.org.html", instead of just "bitaddress.org".
the risk of private keys getting intercepted by any malware are pretty much only theoretical, right?
There are many risks, for example also related to your JavaScript random number generator from your browser, being not random enough. Also, creating a new address is one thing, but how do you want to move those coins in the future? You would need some Bitcoin wallet anyway, so why not start from that? Use Bitcoin Core, Electrum, or whatever, create your keys there, have it protected by some password, use deterministic wallet, and be in a better situation than "I generated keys with bitaddress.org, then which tool should I use next to move them?". Just use some wallet, even if you will have it on some online device, then still, it will be better than having just a JavaScript-based key generator alone, and wondering "what else I need" each time when you will need to go beyond key generation.