Wallet Draining and Wallet Signing

I’m new to this space and have heard of people’s wallet getting drained cause they connect their wallets to a malicious phishing website.

But there are legit websites like Terminal Padre or Axiom that also ask you to connect your wallets aswell.

What is the difference between connecting wallets to the legit website vs the malicious phishing website? For the legit website you are still connecting your wallet doesn’t that mean your wallet can be drained aswell? How to tell if a website is a drainer or not?