It's not recommend to use exchanges as a wallets. You should keep coins/tokens in a wallet where you have full control of your funds. You shouldn' keep big amounts of money on exchanges because there are many stories about hacked exchanges, locked funds of users and etc.
Not only for this reason but because receiving XRP in an exchange wallet is way more difficult and may result in lost funds. Since you need 20 XRP to activate a wallet, the exchanges aren't going to lock 20 XRP for every new user - this is simple not feasible. So they only use a small group of addresses and require you to send your XRP with a tag (which indicates that the funds are being deposit in your account). If you don't, bye bye XRP.
Here is an example (depositing on Bitfinex):
Ripple (XRP) Deposits & Withdrawals