Not sure how true the shared story about binance handing users' data to the russian government is but one thing am sure about is that when you send your coins to a centralized exchange, they are no longer yours (not your keys, not your coins).
If you want to exchange your couns then do it P2P or find a decentralized exchange which does not ask for kyc and does not hold you coins in its custody.
If you have no other choice but to use a centralized exchange then make sure to withdraw all your funds as soon as you complete the trade.