I prefer staking BNB on binance, which means staking at exchange is my option.

You’re wrong at this point, there’s a lot of exhange that give you bonuses or rewards for staking specific coins at their platform. And if staking at exchanges means a risk of losing funds, then there’s also risk for trading there. Risk can be found if there’s a risky situation made by the exchange. Ex : Th exchange has bad issues regarding trust. There’s few of them, but issue stays issue. But regarding funds, issue needs to be taken seriously.