hi is there any exchange that you can mine directly to ...?
Why in the hell would anyone
ever do that?

you mine and sell coin so need to use an exchange
You're basically saying:
Here, random stranger I've never met, have complete control over all of my currency. I trust you completely just because you exist.
and doing the least crypto thing you can do in crypto.
Let them, its not like its your crypto?
Neither are you their teacher or something.
I'm also not leaving my money on the counter till my next visit, but hey if they want to do that, let them..