Everywhere I read tells me it is not a good idea to leave BTC long term at an exchange wallet. However, the same people who say that recommend crypto interest earning accounts such as BlockFi or Celsious. Doesn't make sense to me. So I should not trust Coinbase or Gemini yet I can trust BlockFi or Celsius to keep my crypto safe? What?
From all the hacks on exchanges that have happened over the years you should not keep more than you are willing to lose. If you are looking to trade a few thousand USD worth of stuff and leave it on an account that's probably pretty safe. Risking 10k+ because you want to earn interest is not something you would want to do unless you don't care about losing it.
Famous hacks were
MTGOX, BTCE, Cryptopia, many various others over the years. If the exchange exists it will probably be hacked at some point. MTGOX people barely got anything back.
Some of the best methods of storing your crypto are using the hardware wallets. If you are truly wanting to do stuff with interest earning that is all on Ethereum, some of their things like SushiSwap can earn you over 100% APR a year. I haven't looked into what kind of interest you can earn from BTC, have you seen something that is comparable? Might be possible to lock BTC in WBTC on Ethereum and stake with that, that way you always control your wallet.