I agree, there are lots of history where people who left their coins in exchange lost everything. GOX and Cryptsy are the bigger one, and there are some small exchanges too like sharex that just close and run with their client's Coin not saying the one posting this message have First hand experience of losing coins to an exchange/trading platform that shutdown.
Which means that your saying we need to be very careful if we are going to left our coins in different exchange, once our coins being sold at once we must put it in our safety storage wallet.
The best thing to do is to withdraw your profits on regular basis and only keep initial investment on exchange sites, and profits should be transferred to cold storage to minimize risks.