Yes, maybe you are right. But the amount of GAS received is very small, considering the price. And the risk of keeping a large amount of NEO on the exchange is very large. Every month hackers find weaknesses. I do not want to take any chances, but thanks for the advice.
I completely agree. If you are holding a large amount of NEO you should have a secure wallet. NEON as mentioned by other poster is a great wallet. I wrote this more for people like myself who don't have a lot of NEO. I think it is the most efficient way to earn more through GAS sales. As I acquire more NEO through GAS sales and buying dips I'll be transferring at least some to a secure wallet.