Coins.ph is an exchange and not a wallet. The best option would be to use a desktop wallet where you control your private-keys (such as Electrum).
You are right but as per experience it is better to store in coins.ph when the amount of bitcoin one will hold is not that big and most bounties does not give that much of a bitcoin. Instead of using desktop wallet, it is better to use hardware wallets like ledger nano s or trezor in place of a desktop wallet for more security when OP is planning on holding onto the bitcoins he get from bounty long term.