I mean, if you do a good job of securing your accounts (2FA, etc) should you really be that worried that an exchange could get hacked? I use Binance, by the way.
2FA is just to secure your account of exchange which only saves from anyone to login to your account even if they got your password.But it doesn't save exchange's wallet so if exchanges get hacked ou will lose your money.
Binance also got hacked in the past but users lost amount were refunded by Binance itself so remember any exchange can be hacked.