Most big crypto scams happen on centralized platforms.. But crypto is about decentralization or "be your own bank".  There are safe paths to follow in crypto world... If you venture out of the paths and something bad happens, whom do you blame? Probably better to use the govt-regulated exchanges and hope they compensate you quickly if something bad happens.
I haven't really be scammed before except for exchange hack, ignoring kyc & not able to withdraw my coins, and and an unpleasant experience with a failed crypto service (my first time of using Bitcoin/crypto). All three happened on centralized platforms.   I don't really save too much on centralized/custodial platforms. 

 I have been "scammed" multiple times on centralized (both crypto & non-crypto) platforms in a short period of time (within 5 years, I think ) compared to being scammed on decentralized platforms.