Yes, it is safe. With a direct connection between the dApp and Pintu Web3 Wallet, WalletConnect does not store your private key.
WalletConnect also ensures that you sign transactions on the Pintu Web3 Wallet first before they are sent to the dApp. WalletConnect is simply a bridge between dApps and the Pintu Web3 Wallet.
In other words, your crypto assets cannot be accessed by anyone without your permission.