Usually hackers nowaday target the hot wallet directly by exploiting the hole within the exchange security however they also phished people into giving away their data so I think 2FA could prevent from hacking aswell
I do agree that OP is just being too paranoid, the exchange will always invest into the security of their exchange because once hackers could get through it is the same as being doomed by that fact investing to security is the first thing to come in the mind of an exchange developers

If someone is too afraid of losing their cryptos the answer is as simple as using hardware wallet.