If you don't look at the code and compile it yourself on a computer you built yourself from scratch and a pristine OS you can never be sure, but my understanding is that doing these things on a ColdCard-style device is much harder than doing them on a normal computer of phone, so it is easier to make a mistake. On a normal computer doing secure RNG is easy, so it's much less likely that the programmers will get confused and end up doing things wrong.

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Not true. Most regular operating systems only provide good pseudo random numbers. It is probably good enough, but not as good as what specialized hardware with true rngs can achieve.