A lot of the loss of fund security breaches currently are security breaches due to coin network exploits (replay, 51% double spends, routing attacks,  time warp attack etc) but because of how trading works (reliant on coin network confirmations) anyone can become a target and victim. DEXs are also not immune from other types of attacks like DNS exploits and various other methods that manipulate connections to a network.

A lot of DEXs have not been systematically targeted yet because they simply are not profitable enough yet for the pro hackets.

With a peer to peer system the users of the DEX simply become the victims directly.