I won't send my PRLs on an exchange for a Snapshot...too risky
Do you mean that the only way to get the airdrop would be to send it to one exchange (kucoin)? That would really be bizarre. And a bit dangerous, since for a while all existing pearls would be centralized at Kucoin.
Why would you even think about doing that?
If you have PRL in your own wallet and you don't intend to trade them, then keep them safe