As soon as you enter your private seed into a piece of software on your PC or worse on your phone you inevitably will have to worry that one day some bug in the software can compromise your key which then may lead to a complete loss of funds in that wallet. With a hardware wallet, you don’t have this problem because it provides a second layer of security that is not software (i.e. someone has to press buttons on your device to authorize a Tx) and no software bug can do that.
In a Ledger you have special hardware which guarantees that the private key never leaves the device