More basic infrastructure change is required with the DEX, another thing error can happen anywhere. A small error could freeze a large sum of fund. In such cases it is impossible to seek support, the same with centralized exchanges will give us quick support. Just an example is the Binance exchange hack. The funds were provided back from the exchange reserve which isn't possible with DEX.
This is why it's important for the team behind the project to know what they're doing. Blocknet for instance has been around since 2014 and has spent years on research on how to properly and securely have decentralized trading. There's MANY verification checks in place as well as failsafes. The funds stay in your control throughout the duration of the exchange as well.