Wallets like Exodus, Coinomi and hardware wallets like Trezor, Ledger or Safepal all have some third party exchanges built inside them, but there are people who are reporting problems using them.
Ledger for example is using Coinify for buying and selling coins and there are many posts about them in forum saying they are a scam, other wallets like Coinomi are using third party service called Changelly.
Trezor hardware wallet have built in exchange in their Trezor Suite software and they are also using other third party services, Exodus wallet is using many third party services like
changelly, changehero, coinswitch, etc. and they are all charging some fee for swapping coins and if anything goes wrong they will not be responsible for your losses.