The problem is that people prefer convenience over safety and security and sadly, the decentralized exchanges are not as newbie-friendly and easy to use as the centralized ones and that's exactly what pushes people away.
There are DEX's now that are much easier to use than the old etherdelta, at least for me who has been around for a while. But despite the efforts of these exchanges to improve user experience, only a small percentage of traders still uses them. Maybe because of convenience as you mentioned and also because of the lesser volume.