Follow up point though: Do people frequently give their exchange deposit address to other people? Given how frequently exchanges sezie coins and lock accounts if these coins have come from any source they deem "unsuitable" or "tainted", I would imagine it is very risky to ask other people to deposit directly to your account if you do not know where those coins are coming from.
Good point, but don't forget there are people out there who still use exchange as wallet (especially for minor altcoin).