Wifi is much less of a concern than cellular. The phone only connects to networks you choose, and MAC randomization keeps it anonymous. GrapheneOS also fixes VPN leaks that stock Android has, which helps on wifi too. Linux, Windows, and MacOS are not good at preventing VPN leaks.

Phones are not inherently bad for privacy. The cell connection, telemetry, and default apps are the main problems. The first can be solved with airplane mode, and the latter two with a custom OS (or an iPhone to an extent), just as you’d install Linux for those advantages over Windows. Due to their security model (app sandboxing, permissions, exploit protections), they’re a much better place to start for making a private OS that protects user data. GrapheneOS with airplane mode is more private than most desktop setups.