Again we saw an exchange got hacked. There would be nothing to hack there if people didn't keep their coins on exchanges! For the love of Dog (lol), don't keep your coins on exchanges, start practicing safety, this is your investment we are talking about!
I think your suggestion is quite right, not keeping your coins in an exchange is a very good idea because hackers get interested when they know that there is many so much money in store in an exchange. So we should try not to keep our coins in exchange instead we should keep them in safe wallets.