Poloniex is one of the greatest prizes in hacking at present. Lord knows how much money is stored on there. I'm sure they're extremely careful but another hack is only a matter of time.
It's already happened and somehow it'll happen again. Considering the returns on offer there's no way I'd bother myself.
Or better. They could do the big Verning and run away with all the BTC and other coins. Its so easy to get away with it since altcoin exchanges arent regulated.
You might be right in some cases, but I would like you to note that there is something like coinfirm.com and moreover, the bitcoins are traceable, you can check if they are being moved somewhere, or if they are just calmly waiting for the turn to dump.
I would also say that almost every time Bitcoin exchanges ( altcoin exchanges too ) hold most of their funds on offline wallets, so to get there, you need an exploit or sensitive data given from the inside.
There is also another possibility, as you already said: poloniex can just move bitcoins and run with them. But saying something like that implies that they won't have any troubles for doing that, and I cannot believe people are saying that every bitcoin exchange will run away with money sooner or later.