I know that DEX also have their own share of advantages but for me, that's still an unknown water compared to CEX where we mostly do our transactions because of the advantage it can give like high liquidity, faster transactions, etc.
The advantages of DEX are surely not unknown, and its advantages are in line with how BTC should be used, which are: privacy, true p2p without a third party, security because trading funds are deposited in an escrow address controlled by the two parties.
I believe these advantages are greater in line with with how BTC is expected to work, like for example BTC's transaction confirmation time is 10 minutes on average, it is not the fastest around, but one of the safest because once confirmed it is immutable and irreversible, but there are many networks and institutions with quicker confirmation time, but yet transactions can be reversed even after days. BTC network is about security and privacy over speed and 'convenience'.