Totally agree with this. The state of the "secure" hardware wallet market is ridiculous and I for one would definitely take you up on a solution that doesn't involve trusting a specialized hardware manufacturer or using centralized servers for getting data and broadcasting transactions.
One thing though is that the "not your keys" argument is not just about security. In fact, I would say that's not even the primary purpose of it. Holding coins on centralized exchanges gives them power and control over the entire system, and makes cryptocurrency no different from fiat currency in many ways. So really I think the "not your keys" movement is more about keeping cryptocurrency as a decentralized system that no one can control or manipulate, rather than about security.
That's true... I just have zero confidence that using a hardware wallet counts as maintaining a decentralized system. For all we know backdoors already exist and government agencies/corporations already have full access to any one of these companies.