How to SSH from Jenkins node to Jenkins node safely?
Yes, storing your ssh keys directly on a build node is a bad practice. Nodes can be replicated, deleted, or given access to from other systems, and you don't want to lose track of what systems have access to your secrets.

You should also not pass them directly into the build job, either as a parameter or as an environment variable. This can cause a huge headache with logging and tracking to make sure your keys aren't inadvertently output to places they shouldn't be. Instead, you should:


Use a centralized secret store (such as Hashicorp Vault) to retrieve the secrets at build run-time. 
Use a plugin (such as the Credentials or SSH Credentials Plugin) to reference the keys during the build.