One of things people in crypto are afraid is getting their walled drained just by clicking some random link. Which is both concerning and bit paranoid. It show people doesn't understand how links and crypto wallets works. No one gonna just drain your wallet like that. It is not some magic, it is simple science. They need to have your seedphrase first or you need to willingly connect wallet and approve transaction to lose even single dollar worth of crypto.
Does clicking link to shady sites increase risk of getting scammed or losing crypto? Yes it does. But only if you put your seedphrase there or download something like virus that will stole your info stored on your device. That's why always double check if you use legit site/ wallet or fake one. And do not use main wallet to connect it anywhere you are not certain it is 100% safe to connect. Even then don't have all money in wallet you use for such things. "Work/use" wallet should be different than "hold" wallet. Always have in wallet you use daily just as much as you have. No one keep their whole lifesavings in their pocket in real life? Then don't do the same in crypto.
And chill, crypto and internet is not as scary as people try to tell. Life is not some horror, most people that get drained, hacked or scammed fucked up somewhere, but refuse to admit so. Easier to tell "I got hacked" or "I just clicked link" than admitting you willingly gave seedphrase away.
Also even if site wants to connect your wallet it is nothing dangerous yet. By just clicking connect accidentally you will not lose anything. That's not how it works. Have any of you used Opensea or any other site that require wallet connected? You need approve such connection by logging into your wallet, by using your seedphrase, to approve connection. Nothing just happen without your will.
Education is best solution for superstition and being paranoid. More you know how something actually works less you are afraid of it