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!
Yes, I agree with you. It is always better to store your coins on wallet from which you have a private key. On the exchange, I keep my coins with which I want to trade or shortly sell. Otherwise it is very unsafe to store all your money on stock exchanges.