I guess it depends on where you get the virtual number from. If it's from a legitimate, licensed provider a virtual card number is exactly the same as having a physical debit card. The only difference is you can't lose it - so they have that advantage.
On the flip side, I guess it's possible there are people posing as a legitimate provider who are only out to steal your money.
As with anything online involving your money, you should always take the time to ensure you're dealing with a reputable business before parting with your money, and research your various options.