After reading http://techtrickery.com/keyloggers.html I am not sure if I ever want to have Xorg installed anymore. Wayland is great but it seems like having a fully featured *nix desktop without XWayland installed is still hard to achieve.
Wayland is insufficient in and of itself to prevent keylogging.
https://github.com/Aishou/wayland-keylogger
At present Linux desktops aren't very secure against user installed malicious software. It is however fortunate that most software is installed from curated repos.
It's not clear that just switching to wayland is worth much at this point in time.