The password managers are: KeepassDX (Far Left), KeepassXC (PC version of local), Proton Pass (Better privacy) and Bitwarden (Far Right). Please note that bitwarden does some data collection. See their privacy policy here and their privacy spy rating here.
It is more secure as in you you are less likely to be caught in a leak/hack of their servers.
Unless you are a high value target, you are less likely to be the target of an attack.
Or less secure, if you don’t secure your own server as well as they secure their servers.
Idk why people downvoted but yea you got to secure your server.