Though harmful, but this is still not as much dangerous as it can be if the exchange itself gets compromised, and we have seen that happening before as well with quite well-to-do exchanges. People surely have to keep their funds out of the exchanges whenever they are done with trading, everyday. Keeping your funds in an exchange for the purpose of trading again can cause you a big loss if something happens within the exchange.
One way of being safe from phishing attacks is using the mobile applications of the exchanges. You will face no such problems with the app as there you are not opening a website which minimizes the risk of your credentials being stolen.
These incidents are really scary for me. I am planning to keep investing in bitcoins for 4-5 years and not afraid about the volatile prices. Even if I make loss at the end, it is acceptable to me. But loosing my investment because the my exchange being hacked is something that I never want to happen. I keep money in different exchanges to eliminate some risk though. You gave a good advice to app and I am always using it. The desktop versions of my exchange do not allow to see a lot of options like trading history and volumes being traded at different prices.