Handling the keys in OpenKeychain and GnuPG (Kleopatra) is not necessarily more secure, they are ordinary applications with the same level of privileges as Delta Chat itself.
There are existing requests to integrate with OpenKeychain and GnuPG:
While it may be possible to handle your own keys in an external program, contact public keys are handled differently from the “Web of Trust” model implemented in OpenKeychain and GnuPG. Delta Chat implements verified contacts and verified chats, and there are ongoing developments in this area focusing on tracking the chain of trust (how this contact got verified? who, when and in which chat introduced this contact?) rather than classical PGP levels of trust. If public keys come from external sources such as GnuPG or web key directories, we cannot handle them neither as Autocrypt keys nor as verified keys. So the benefits of integration are limited to own key management.
Internal key management can indeed be improved. A separate screen with a list of keys where it is possible to inspect, import, export and renew the keys would be nice if it stands out of the way. But it is still more likely to be implemented in the Delta Chat core rather than as integration to external tools because otherwise we have to maintain integrations for Android, iOS, Windows, macOS and Linux (GnuPG): Using third-party key management (at least on android/mobile)