These words are just to warn us not to keep assets in the exchange wallet for too long without trading, because of the risk of hacking or other things, especially large amounts. better keep it in your personal wallet. there is no trading without making a deposit (it sounds ridiculous), and the most important thing is to choose an exchange that has clear credibility and strong security.
Its one of the most important crypto trading rules - do not hold funds on exchange account, no matter how secured the service is.
I'd say its mostly not worth it to hold there for more than hours, you definitely can find multi currency wallet to trade with it safely