It’s better for the same reason it’s better to store keys on a smart card in general: compromise of the laptop doesn’t risk compromising the private keys, as they live on the Librem Key, so an attacker can’t easily brute force whatever PIN is protecting the private key like if it lived only on disk. It makes it safer to leave the laptop behind, and only keep the key with you.
But don’t get me wrong, storing your GPG private keys in an offline Vault VM is still incredibly secure and far superior to the normal ways people manage keys outside of Qubes.