The technology is improving so there are many brainy people who discover that kind of idea.. But there knowledge is using in bad ways so that we need to be careful in choosing the right exchanges. We only use the tested and proven exchanges to avoid that kind of situation.
Yes we should be aware and use only those tested and proven exchanges in order for us to avoid any incidents that our money got loss. Also we should be more aware and educate ourselves about the links that we've been clicked in order for the safety of our account because usually it is a common thing that the hacker used in order to gather and steal a data from the real owner so that they can gain an access to the account of the owner and steal their money.