About the security, logically speaking it is more than centralized exchange absolutely. But from my own experience, a decentralized exchange is very awfull. Let's use Etherdelta or Forkdelta as an example, I had been using those 2 for years. But after using their exchange, in just a single day my wallet got emptied.
that means, even though its system is more secure logically but keeping the network safe is a different story. There might be a bug around the system that allows the hacker to steal users private key, a decentralized exchange needs more time to mature and to prove its worthiness. For now, let's stick to centralized exchange first.
yes, in my opinion Decentralized is more dangerous than Centralized Exchange, the reason is if Decentralized exchange is hacked, we will lose all coins/tokens in our wallet, because DEX directly uses the wallet or private key address, while at CEX, we send one type of token/coin, even if hacked, only one type of coin/token is lost. without the intention to drop the Dex exchange.