Bitcoin was the top performing asset of the decade. The increase in adoption has also led to an increase in the targeting of users by criminals online. Bitcoin transactions can not be reversed, this is an intended feature of the design which opens the door to new innovation in payments but does so at the cost of of placing the burden of securing their assets on the user rather than a 3rd party.
Online criminals can run scams, infect your machine with malware and even levrage SIMjacking attacks to gain access to your Bitcoin on an exchange. Once they steal Bitcoins, it is gone.