I leave my coin on the exchange so I can continue to trade that was I'm doing the gas is too expensive for now if you are going to transfer into wallet then you are going to transfer again into trading wallet it was very hassle and at the same time too much cost of gas if does happen and besides they can leave their coin on trusted exchange that they know that would not run.
One of the reasons why I also don't keep assets in my wallet. Because the cost of gas is very high. I even made transactions or made withdrawals from exchange to exchange. Because it's the safest thing to do. And I still trust the exchange that I use, so I still keep my assets on the exchange.