Sometimes I ask myself about it too. I've heard some claims about Binance fake volumes, for example. I don't want to say that volume fakeness is the worst sin but the fact is they can do it as the most exchanges do. But evantually I think it's sort of paranoia because the problem is not exchange, excluding cases when exchange steal funds itself, the problem is in the market and the projects.
I don't think Binance do such a thing that they have fake columes and could steal funds because if it does someone would complain about it already. The reason why people trust Binance exchange because it is one of the most secure exchanges in the market, and their wallet service are safe and secured for all traders.
don't believe 100% you will regret if 100% is reduced to 99%, the safest place to store crypto assets is in a personal wallet, such as Myetherwallet, Blockchain, or Ledger. maybe after trading you can move it