Who needs to leave money in the exchanges, willing to risk losing it all overnight? It is the traders. The holders are already doing what you say, your message has existed for as long as Bitcoin has had exchanges and online wallets, it is the reason behind that 3rd of January ritual.

Some people live from trading, therefore what you suggest will never occur. I'm sure some exchanges are counting on that, and covertly doing fractional reserve practices. Those will have higher profits than the others, perhaps biasing the market in their favor. It is a recreation of the banking history two centuries ago.

The best we can do is keep warning people that if the coins are not in their own wallet, they can lose them. It technically means the private key, but common people simply won't get that part (wallets are just collection of keys).

As for scarcity, you have to re learn the law of supply and demand. Deviate too much from what the market perceives as fair, and its own self regulating mechanism kick. If price climbs too fast, many will want to sell to join the action, then wait for the correction to buy again. Yes, traders.

So your message amounts to telling traders not to trade. It isn't happening.