there are lots of options where to buy safely then why risk? for me personally its a big no for me
2-of-3 multisig is your choice. I think whether you buy from exchange or a person on this forum (or any P2P services) you still need some trust. Exchanges might be faster and responsive but if you talk about bad motive they can do all they wanted to do on your account. We have a lot of stories a user account got locked, deposit not credited, support not responding and so on. If they plan on exit scam, then you're doomed.
Ideally, you should always use an escrow, with sacrifices on speed and maybe fees.
I would choose buying BTC on an exchange over buying from a forum member every time. It's because there is little chance that an exchange will be hacked or shut down right at the time I'm making my investment. After I buy BTC, I withdraw it from an exchange to my wallet and I don't have to trust anyone but myself. On the other hand, when I'm buying from a forum member, I have to trust him or an escrow service with my money.