* Every application on the phone is sandboxed.
* The disk is encrypted by default, and the OS is aggressive about keeping it encrypted; a booted-up computer is almost always decrypted.
* The language runtimes on the phone are hardened.
* The phone's kernel, in addition to being more important attack surface than the Linux kernel (because of the jailbreak market, among other things), is auto-updated.
* The phone's users, at least on secure phones, are never superuser.
* Virtually all of the shell command attack surface is gone, since you can only install apps through the one app-install interface approved by the phone vendor.
I could go on, and I'm probably missing a big one. Phones are more secure than "computers". They kind of have to be: their OS design benefits from 2 decades of security architecture lessons learned.
I use a Y4 for some of my SSH keys, but it's a gigantic pain in the ass, and one that Egor Homakov is not entirely wrong about calling a marginal bit of security theater (whoever owned up your computer also owned up your ssh binary). It's true that the phone software token doesn't fix that, but it also doesn't cost anything.