I am also do not like the idea that someone has control over my funds, and you are actually losing it by depositing on every centralised exchange. Thats why I prefer to stay decentralised and to use IDEX or Forkdelta.
Each type of exchanges all have seperated advantages and disadvantages. I still believe to use centralize exchanges such as Kucoin or Binance and haven't still had any problems with them yet
Right . decentralized exchanges are more risky because you must import your private keys on their platform though you can use some extension like metamask for safer sessions . advantage of them is you are full control of your assets .
Centralized exchanges on the other hand are more popular and trusted because they have better securities but the only disadvantage is that you need to comply thru thier kyc in order to bypass your trading limits .