I don't know how long you have been following cryptocurrencies but there was a Bitcoin Exchange called Mt. Gox that handled somewhere between 60 and 75% of all Bitcoin transactions in 2013 and 2014.
There was close to $450 million in Bitcoins "missing" in 2014. Mt. Gox filed for bankruptcy.
Ethereum has also been breached/hacked by way of wallet software.
Someone could use the old school keyloggers - and waits for you to put in the password to your wallet - then they have control.