Comment by GTP
You're posing a good question but, if you look at things from this perspective, then every time you type the password to decrypt your private key you should worry about the possibility of some software running on your machine reading it and sending it somewhere.
While you pose a valid concern, I think most people don't have to worry about this. The reason is that printing private keys isn't a common practice, so I think it's unlikely that nation-states mandate backdoors in printer firmware to collect private keys, and most people don't have to worry about targeted attacks.
EDIT: On a second thought, your comment reminded me of that creepy time many years ago when a printer randomly regurgitated a partial print of a document I printed some time before (read: days or even weeks before), clearly showing that the printer kept it somewhere in memory. So it still possible that some printers memorize what you print. IIRC it was a Brother printer. At the end of the day, you can't account for every possible attack vector. Pick a reasonable threat model and act accordingly.
This certainly applies to office printers. Printers that accept new jobs while printing have to store them somewhere. There have been many incidents of finding old documents on disposed printers because it doesn’t occur to anyone to wipe them first. This especially applies to “copiers”, because a copier is just a printer in the same box as a scanner.