Well I said it because Bitcoin is banned in our country. You could go to jail just by owning bitcoin/other cryptocurrency. So there's always a chance that the law enforcement could set up a trap if you go for a face to face transaction. It is hard to tell who is doing what when it comes to a random stranger. There was a local site here that was used to buy sell crypto without KYC but it was taken down after 3 months.
I don't have experience on face to face deals but that scares me a bit. So it's a personal opinion. That's why I prefer CEX here. If I can get a good buyer/seller, then I will definitely choose that over CEX. But as that's not available here, I am forced to use CEX in order for a safe transaction.