Not really sure but I might be able to prove ownership of certain addresses I used in past which are of exchange's addresses.
Note that for signing a message from a bitcoin address, you need to have full control over the address. This means that you must own the private key of the address.The deposit address an exchange gives you isn't owned by you. That's owned by the exchange and you can't sign a message from that.
I know, and I agree with you
The addy exchanges give to me isn't owned by me, but the account in those exchanges are owned by me...anyways I don't have any private key to any of the non custodial wallet addresses which I have used for bounties since I disposed them off while taking a break and I staked only one address only to later find I have disposed the seed phrase of it.