Centralized exchanges/wallet really won't give you the private keys or seeds for your wallet. And that's why it's discouraging to keep your assets there.

But if you're going to use them as an exchange, there's no problem but AFAIK, you'll be required to comply and be approved through KYC.

Make sure to choose your wallet for keeps --> https://bitcoin.org/en/choose-your-wallet?step=5