1. KeePass has an option to allow entering the master password on a [secure desktop][1].
2. You usually don't type passwords into the password management app, you generate them.
But yes, generally it's best if you don't get your computer infected with malware in the first place. Obviously if your computer is compromised there'll always be some way for sufficiently advanced malware to steal your password database.
1. That doesn't matter if the computer has a physical keylogger installed (for example, between the keyboard and the port the keyboard plugs in to, or inside the keyboard itself, etc).
2. Generating passwords would help protect them from keyloggers and is a reason to do so. But as far as I know no password manager prevents people from typing in passwords, and I'm sure a lot of people do for a variety of reasons (from importing old passwords or passwords generated on another device to creating memorable passwords or because the password generation mechanism of the password manager is inadequate in some way, etc).
2. You usually don't type passwords into the password management app, you generate them.
But yes, generally it's best if you don't get your computer infected with malware in the first place. Obviously if your computer is compromised there'll always be some way for sufficiently advanced malware to steal your password database.
[1]: http://keepass.info/help/kb/sec_desk.html