As we all know exchanges can get hacked, caн be down for a long time, can held transactions and so on, so obviously it is not a good idea to keep your coins in them at all times. But then comes the transaction prices, if we move the coins always, we pay extra for the transactions we make. Perhaps the decentralized exchanges where you can directly log in with your wallet will help solve this, as you have the control over your wallet and not the exchanges.
Since majority knows it obviously then it was obvious too what will be some of the best/wise/preferred things to do to counter all the risks associated on it. It's a common action prior on entering the trading activity.
Once you entered the world of trading, you must understand that everything is risky so deal with it or left out.