Why do I transfer?

I’m new so please bear with me and my ignorance. I just received my Tangem ring and shocked that it cane with absolutely zero instructions. Anyways I don’t understand having to transfer my coinbase assets to tangem in order to put them on my cold wallet. ? Are they not now on the Tangem platform online? Please don’t destroy me, I’m learning as fast as I can. Just seems extremely scary trying to transfer what to me is a de ent amount of crypto.