What you're referring to is a security protocol called "3D secure". It's put in place by ethical online merchants to ensure that a customer confirms the transaction prior to it being processed. It's mandatory for all ecommerce transactions in SA, but not globally. So if your card details get into the wrong hands they can still push through payments via an international payment gateway without requiring you to confirm the transaction.
Just recently I had 5 transactions totalling approximately R2500 worth of fraudulent transactions charged on my credit card without me having confirmed any of them. I flagged them as fraudulent on my banking app, contacted the helpline and within a week the transactions had been reversed off my account. If that was a debit card the money would have been gone.
Where a credit card protects you is that the initial transaction is paid for utilising the bank's funds, hence they're incentivized to cancel the transaction. Plus a credit card transaction is merely a promise to pay...in effect no different to a cheque - I'm sure you know what those were 😉
A debit card transaction however results in an immediate debit of funds from the card holders account. So money moves directly from the buyer's account to the seller (I'm being a bit liberal with the steps involved here). In the case of a fraudulent transaction the money has already left your account and the bank is not incentivized to go to any real effort to try recover it.
I'd encourage you to get a credit card to utilise for online transactions. Set a low limit, set the budget limit to zero & treat it as cash, at month end just clear the full amount owing which means you then pay zero interest. In effect you use the bank's "wallet" to pay for stuff during the month and then reimburse them with a single payment at month end.
