Other exchanges - Poloniex, Bittrex, Bitfinex, MtGox, etc - hold the private keys to any coins you have there. They are centralised; the coins are not really yours at all because you don't have the private keys. With a decentralised exchange, such as CryptoBridge, YOU hold the private keys to your coins, not the exchange. The DEX can never take your coins from you.
In the case of CB, you actually hold keys on the BitShares asset exchange platform. I'd suggest reading up on that a bit.

Currently there is no possibility of 2FA, as all the 2FA services are centralised. But doing it via the federated gateways might be a good idea.