Lightning is not truly onion-routing. Tor's network is fully-connected; every node on Tor is directly connected (or has the potential to directly connect) with every other node. Payment channels do not fully-connect the entire network, and the network topology is publicly known for routing nodes.
If you buy BTC from a non-KYC exchange and store it on a cold wallet, people knowing your balance and where it went means they can potentially follow it going into the future whenever you spend it. Future counter parties can also see where it came from.
Monero is not "just a little easier to use privately". Bitcoins privacy is entirely non-existent. It's a transparent ledger. You're conflating privacy with anonymity. Lacking in one opens attack vectors for the other.