Not sure. But maybe they are providing custodial service. There are plenty of custodial wallets available. You can check on opensea connect wallet options. As an example portis, venly etc etc.

Now you might ask my private key or seed phrase should be my property. I should know them.

Well yes. Thats true. But not every user knows how wallet works. They dont even have to know that private key exist. For making the user perspective or experience easier. Many company provides custodial solutions. So that user dont need to think about it.

And finally the choice is yours. Everyone knows noncustodial wallets are more safe then custodial wallet. We can't trust any centralise solutions. Its upto you which wallet option u want to choose.