I agree. It's not the best idea to leave Safex Coins on any exchange. Unless you intend to trade. If you don't control the private keys you could lose your coin.
I transferred mine from Bitrex to the Safex wallet without any problems. Cost 100 Safex. Some of this fee goes towards the Bitcoin fee, so you should see your Safex + some Bitcoin dust in your wallet when it's done.
I could not copy and paste in the Safex wallet using right click etc,. CTRL+c=Copy and CTRL+v=Paste worked well though. Make sure you export and save your private keys of your Safex wallet in a secure place and you're good to go.