Web3 wallets are indeed connected to a blockchains securtiy, as they represent a method by which users interact with exchanges and an important way that tokens move around on a blockchain. Using your web3 wallet over a wallet controlled by a centralized authority that keeps your keys is indeed more secure.

Polygon and Ethereum having two different seperate block proposers does not mean that one is inherently more secure than the other. It means that they have two different block proposers which denotes how reconciliation occurs. It has nothing to do with one chain being more secure while trading or storing assets.

"Being" ethereum and not "being" ethereum HAS NOTHING to do with Polygon being an L2 solution for Ethereum. L2 solutions are not denoted by "being" ethereum. They're denoted as solutions for Ethereums current gas issues and transaction times with the same security within the chain. Layer 2 is a collective term for solutions designed to help scale Etheruem by handling transactions off the Ethereum mainnet

Low/No fees are indeed what denotes an L2 solution and is the only reason they exist. The security not being the same as the main chain has no bearing on this fact, as the security on chain is just as good as Ethereums but with less nodes because it isn't as large.