No, you don't need to retrieve your keys each year. Before storage, create N transactions moving all your coins to the next derived address. Sign all your transactions at once. Then put it in the safe.
Store the transactions unencrypted on your computer. Send one each year. An attacker can't do anything with them except send them early (and force you to open your safe "sometime within the next year".)
AFAIK, you can generate a paper wallet with any blockchain system. You're keys are rendered as a QR code and/or series of words (there is a name for this protocol that hopefully someone else can remember!), and you can then print and store it.
Hardware wallets are also a thing for some systems, such as Bitcoin.
This is why conventional money has a low amount of inflation. It incentives you to invest your money instead of putting it under a mattress.
And the notion of a secure financial system where if you don't move your money for a year your whole account is confiscated seems rather unappealing!
One thing I really want to be able to do with a blockchain system is to put my wallet in cold storage—like, in a safe. I don't want some arbitrary rule that I need to mark my calendar every year to retrieve all my keys from cold storage and do a meaningless transaction!