It is never smart to leave you coins on an exchange, it is simply not nearly as safe as putting them in some wallet or keeping them in cold storage.
Where do you keep you coins safe?
With just common sense this thing should really be always done on which we should not let our coins idle or stay up on exchange for longer times but there are really some instances that you would need to store it on exchanges specially if you do make active trades on it because its somehow hassle to transfer every now and then when you do store it on your wallet which would really require some fees.