Looks like there's three questions here:

1)  You should keep your private GPG key secret despite its passphrase.  Your passphrase is a lot easier to crack than the private GPG key, so even having the passphrase-encrypted private key makes it potentially easier for an adversary.  
What the passphrase does is apply a layer of symmetric encryption to the keyfile, so the local computer needs that passphrase to open it. 

2) If an adversary stole your passphrase-encrypted keyfile, they can try to brute force the passphrase (which is far simpler than brute forcing a 2048 or 4096-bit RSA key, even with a super-complex password); or attempt a password re-use attack (check known dumps for your previous passwords).  A strong, unique passphrase could make these attacks unfeasible. 

3)  If you didn't have a passphrase and that private key file was copied from you, that key would be fully compromised and someone could decrypt your previous GPG-encrypted communications (provided they had access to the encrypted copy), et cetera depending what the key was used for.  With a strong and unique passphrase, you have a second line of defense that could potentially stop such a compromise in its tracks. 

In conclusion, it's always a best practice to secure your private keys with a strong, unique passphrase.