Having your active key compromised is actually terrible news, as soon as your transfer hive to your account, it could get stolen.
And if your owner key gets compromised, they can change all they keys and steal your account, it's the owner key that you need to protect most.
And even your posting key being compromised is an issue, how do you feel if your account was used to spam thousands of posts with malware/porn/whatever everywhere that can't be deleted ? At this point you might as well create another account.
"My only problem is having to put the corresponding private key (posting key or active key) again and again" Well at some point we do need to authenticate you one way or another.
Thank you for correcting my post. I have edited my post to get my point across without the incorrect details.