If you get hacked than its your own fault. If you play smart and don't do anything stupid, you can avoid getting hacked and lose your money.
Exchanges do/can get hacked. So that is why everyone recommends not to store your coins on an exchange for a long time. And also always choose a very trusted exchange when trading coins.
This, while hackers are the ones at fault and the ones committing a crime, the truth is that most people do not secure their coins, we have heard of people losing a lot of bitcoin by having their coins stored in a computer that was infected with viruses when a hardware wallet could have been enough to avoid that robbery so if they had invested in that they will still have their coins.