Their safety is incomparable with desktop wallets, and much less so with hardware wallets. You can absolutely keep yourself safe, but the fact of the matter is, there is another party that has control of your coins. You can control your own security up to a certain extent, but you can't control theirs. A security breach on their end would compromise your coins, regardless of how well you protect yourself. It's just a really risky way to store a large amount of coins long-term.
Not saying they're not safe, but desktop wallets are nearly just as convenient and are much more secure, so why bother with them? Hardware wallets, of course, offer the best combination of convenience and security.