There are a number of physical formats you can consider when buying platinum:
Governments around the world have seized noble metals from time to time, so keeping your entire stash locally could be a bad idea depending on where you live.
Safe jurisdictions like Switzerland should be considered when you get to the point of holding a significant (tens of thousands of dollars worth generally) amount.
Physical precious metals like platinum are a hedge to the traditional banking system. In a crisis, if the system collapses, it may very well take your property down with it (if it can).
If there is a run on the banks, having your platinum under your direct control means they can't confiscate it, block access to it, or have loaned it out in a leveraged fashion.
As a general rule, you should look at buying legal tender platinum coins wherever possible. This will almost certainly include less overhead and premium than other formats, and be closer to the true spot price of platinum.
Purchasing rare platinum coins should be avoided unless you really know what you're doing. Some subjective measures of value are easy to misjudge, and may result in you getting taken advantage of.
The Swiss government is unique, in that it's highly decentralized. They simply don't have the structure that would allow for a central authority to come in and confiscate property.
Because of this, they've long been considered a safe haven for metals like platinum, and the reason we recommend considering sending some there once you've accumulated a large amount.