It depends which exchanger you choose to trade. Like I kept some coins 900 USD worthy in Binance to trade, still, I haven't withdrawn them, they are safe in Binance exchange, the same thing I did in bancor exchange. So. if you trade in well-reputed exchanges which have strong security options then I think you can keep your tokens there. No need to spend some extra fees.
Binance have a track record of dealing with security risk and refunding victims when there are any breaches but as always you can't be certain that a major exchange is fully safe, many people did that with mt.gox and look how that ended up. If Binance lost all users funds they'd be in no position to repay the victims.