If you store the same private key on both a Trezor and a Ledger, you expose it to vulnerabilities on both stacks. So Ledger using a closed source "Secure Element" might have given you an insecure private key as there is no way for a public audit to rule this out. Copying a weak key to a Trezor now exposes it to Trezor's extractability.

You did not reduce your risk. You squared it.