I'm afraid that there is nothing that will help making people aware of that. Even if the existing crypto coiners stop using exchanges as online wallets, the newbies who enter the market will replace them and make the same mistake.
At the end of the day, the speculative side of crypto makes people less interested in self storage, especially when it comes to shitcoins. People rather use an exchange to store them than having to search for clients and do it themselves.
I do however have to point out that there have been a few clients released in the last couple of months that allow people to conveniently store even the most trashy coins themselves.
Sure, some people will not learn, sometimes even after it happens to them, but still its worth bringing attention to this issue, especially with real world examples. I personally had horrible security when I started using Bitcoin, but after reading posts about people losing their coins to hackers, I've took a lot of measures, and I feel pretty secure and none of my accounts or wallets were ever hacked. Who knows what would have happened if I didn't visit this forum and other platforms and didn't read stories and advises, maybe I would have become a victim too.