I strongly advise against sweeping the coins to any exchange.
Why? As long as the exchange can be trusted, this is no different than sending to your own wallet first, and then depositing to the exchange.
One possible reason
sweep to exchange encourage the user to send all Bitcoin to exchange. If you sweep to your wallet, you could made more rational decision such as sell small fraction of coin and HODL the rest of the coin.
maybe he is talking about the replay attacks on the forkcoins that don't support it. sending the coins directly to a bitcoin address that belongs to an exchange would send those shitcoins to the same address and those coins can be lost.
If the forkcoin doesn't even have reply protection feature, it's likely worthless and you're wasting your time by claiming them.