Coinbase is a very good platform and one of the most popular too but the centralized part is why I find it hard to use, I've had painful experience with Xapo wallet and till today the team aren't been helpful, the reason why the whole crypto space makes more sense is keeping funds yourself without any eye preying, decentralized wallets gives you complete freedom over that.
I agree with you, I have also had issues with these centralized wallets and finally switched to Atomic Wallet after doing a few hours of research. One issue I had with one centralized wallet was relating to scanning a QR code, I had a bad camera so I wasn't able to scan. On the contrary, wallets in which you have private keys are much easier to recover.