Only difference is that in centralized there are safety of the user as they have security. When it comes to decentralized, it's up to you if you funds would be loss at all but when it comes to security, you are anonymously having transactions.
What are you saying here?
There's no such safety and security in centralized system, if you mean password, 2FA, etc are security, actually you can use that too in your non custodial wallet.
Even you use non custodial wallet, all of your transactions aren't anonymous, it's pseudonymous because anyone can trace your address and look into your transactions history. If you have link your address with your KYC, anyone know it's you. If not, then they only know your address and your balance.