The password managers are: KeepassDX (Far Left), KeepassXC (PC version of local), Proton Pass (Better privacy) and Bitwarden (Far Right). Please note that bitwarden does some data collection. See their privacy policy here and their privacy spy rating here.
No, the point isn’t that it’s more secure, the point is that it’s more private. The OP compares the two password managers on the right based on privacy, as read in their privacy policy, but when you self host their privacy policy doesn’t affect you, and your data is truly only yours.