I tend to agree with this.

Both of them have a downside whether it's DEX or CEX, if you will entrust your private documents in any exchange make sure about their trust issue.  Many people now are convenient in using CEX because they can able reach out to the team when they have a problem but in DEX, once you have a mistake, it's unrecoverable. 

In a case of anonymity, it's clearly CEX is very dangerous, but I don't see it when it comes to reputable or top exchanges.
It might be an unpopular exchnage has an issue of a data breach not being on top exchange.