The first rule: never share a private keys between physical devices. Apart from reducing the opportunities for it to go walkies in transit, or accidentally get left on a USB stick, it allows you to revoke a single credential if you lose (control over) that device.

From that, we get:

  - you're not sharing passphrases between keys, you're 
  sharing them between devices, and whether that's safe
   depends how likely it is that a compromised passphrase 
  on one device can be transferred by an attacker to another.
  - Similarly, whether a blank passphrase is a good idea or
   not depends on what other measures are protecting access 
  to that private key.
  - If a private key ever turns up on the wrong machine, 
  you *know* the key and both source and destination 
  machines have been compromised.