Yes, it is more secure to not have a central server that you trust to not sign bogus events in your name. But then it doesn't work with any Nostr app. By doing it with a central server that speaks NIP-46 one can reuse their Google/Pomegranate bunker URI in any app, even if that app doesn't support the thing directly. But Pomade does the signing locally if I remember correctly, you could look into that. It is deployed on Flotilla. And there is FROSTR (which has been renamed, probably, to Igloo or something else) for the full self-sovereign setup in which you run all the things. They have an Amber-like app that does the signing in your phone.