Take note that there are some exchanges that claim to be decentralized, but are not, so if you use a good decentralized exchange like bisq, you cannot be scammed because you will always be in control of your funds. You trading funds in bisq remains in a 2-of-2 multi-sig wallet, and you are going to control one key, so you would only sign the tx with your key if the trade went well. The only way you can be scammed is if you don't have the very basic knowledge.

The main disadvantages you may get with decentralized exchanges is that of liquidity and speed of the tx; but if you look at the advantages, i think it is a good trade-off.