Overall: I'd expect the security to be comperable with your threat model and use case making the difference.
In both cases, a physical attacker is still a threat. They could watch you type in the pin if you ever used it in public. Passwords entered on a keyboard are harder to pick up that way, but easier to snag if you use the device on a compromised computer. But in neither case can some random person who just happened to find your device get into your accounts.
If the device is lost, I'd slightly favor the Signet because I know the key material is not there, unlike the onlykey where we know it is there. They should be hardened against key hardware key extraction/bypass techniques, but without the firmware source, we just have to trust them when they say they had someone review it.
Speaking as someone who has done professional security reviews for many closed source products, I can say a few things:
1. Hardware security testing is more expensive and therefore done less often and less thourougly
2. Some companies get security reviews primarially for marketing purposes, others really just want to make sure their stuff is secure. It's impossible to tell these apart from the outside and thr people who do know have signed agreements to not talk about it.