You still think that your data is save on Centralized exchanges? Think again, today australian crypto exchange accidentally expose users information, over 270,000 customers data is exposed, what kinda mistake is this anyways?
I mean, yeah it can happen with practically any centralized service out there, not only crypto related.
Thats why one wants to use decentralized services and prefer it in every possible way.
decentralized didn't need to collect the data from the users but dex is still having the weakness. Did you remember what happened when etherdelta was getting hijacked by the hackers? The data that will be very important on the dex should be the private key or another data wallet.
Both dex and cex are still having the holes.
Those are not yet perfect but this is not a problem at all.