Purchasing within the country is more secure unless you assume all devices sold within the country are compromised and monitored in real-time which seems unfeasible.

Of course for this to be effective you should just purchase it in-person in a mall or something, and ideally don't provide any identifying information so they can't "customize" the device just for you, otherwise all bets are off and at that point it indeed becomes more secure to just bring your own and not let it out of your sight.