Right now what I hate is the fact that I don't have access to the private keys of my funds, I don't feel secure because of that.
They are centralized exchanges so what can you expect from them? they can't let your funds private keys because they hold it for their own purpose. If you want to hold your keys, use an exchange that allows you to do like DEX's.
So, what would you change? what would you remove? and what would you add?
Majority wants these exchanges to remove the KYC requirement that they implement. But they can't do something about that because they have to follow the regulations that has been set for their company.