so how do we know that crypto exchngers dont sell us the coins what they dont exisit?
I think that the best indicator is that the exchange is old/established and nobody complained they cannot withdraw their coins from the exchange (to their own wallets).
unfortunately that is not a good indicator because unless everyone makes a withdrawal we have no way of knowing whether the exchange is lying or not.
but the more important thing to remember in this case is that the coins that someone buys on an exchange is not bought
from the exchange, it is bought from other people (aka the other traders). the only thing exchanges fake is their volume and in some cases their solvency which can only be seen if everyone made a withdrawal.