Well, Cryptsy stores my BTC for me. I have no BTC wallet. What will happen when i place a sell order for another coin to get BTC? Where are they gonna be deposited? Im not critisizing anyone here. Just looking for answers..
That is the most unsafe thing one can do.
Store coins in a place where there are lots of them a single place to be hacked and you will never see them again, I do Hope you don't have too many coins, so if something happens your loss won't be too much!