It is always better not to leave your BTC on exchanges if you can.I know it's way more comfortable that way especially if you don't know any other way but there are a lot of situations where exchanges closed or there were some lost BTC due to some problems.That's something to keep in mind
Exchanges are not even wallets but crowds use exchanges like wallets. This is very dramatic in case of a hack attempt. Download electrum or bitcoin core to store them.