To keep it short there is two big families of wallets. Hot and cold wallet. Hot wallets are the one that got an internet connection wether it’s a constant one or periodically connecting. Cold wallets are never connected to the internet and often are dedicated hardware devices with the better ones having a Secure Element to store the private key or even sometimes sign transactions directly in it.

Victims of this attacks were using hot wallet on a not-dedicated machine which is consider bad practice. Hot wallets have to be consider more like a physical wallets for daily spends and cold wallet being privilege for long-term saving and monthly or yearly transactions.

I’m not an expert but desktop OS (especially Windows) are not as well contained than phone so I almost never use hot wallet on my computer. Often users are tricked to sign transactions to get stolen but I think if the wallet is unlocked a malware with the right privileges/permissions could easily steals money.

by reading some file in the computer Aren’t Steam games always executable for Windows?