That's for privacy concerns and does not apply in your specific scenario because 1) you are using a centralized exchange and 2) your goal is to send everything from Address(es) A(..X) to the Exchange Z. Here, it doesn't really matter if you send everything in 1 or in 10 transactions.

However, if you have several UTXO's associated to different addresses and want to keep them somewhat separated from the public, then you'd want to send each UTXO/Address individually to a new address from the Exchange.
If this is not the case, using the same receiving address more than once is just fine.