I feel keeping our coins in exchanges, mininize the risk of loosing our coins to wallet hackers.
Id rather chose to keep all my coin in my own ewallet than putting it in an exchnage. I dont know, i feel more safer in that way and besides it depends on how careful we are with our valuable stuff. Ive been using only one wallet from the moment i started here and so far it all went well. So i dont think there is a risk of loosing my cryptos in my own wallet.