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Wasabi coinjoin seems to come up a lot but wallets can get a lot of data from their users and I don't know how much I'd trust that - in case you get a virus, could it see your history or join yours without you knowing because another system got compromised?
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By default, Wasabi only connects over Tor. So, i don't know if there would be an extra attack vector if you have a virus anyways... If you have a virus that steals data, it wouldn't need Wasabi to send your data to the virus writer, and it probably wouldn't matter what wallet you used anyways, if it was unlocked the virus writer would probably be able to find an attack vector no matter what wallet you were running (unless it's a hardware wallet or an airgapped one).
I see more problems with the censorship part than with data stealing/virus problems. I mean, if your system gets compromised you're in trouble no matter which desktop wallet you use...