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.
All traders do like this, of course, he will leave the coin on the exchanges rather than leave it on the wallet. But for holders, of course, leaving it on exchanges is a bad idea.
And About OP question: As I know, Stellar wallet can possible to trade coin without leaving coins on exchanges because wallet and exchanges are integrated