I have had bad experiences with DEX, though almost at all times it was my mistake but it has higher chances of mistakes being made by users. At one point, I lost all the coins I have as someone got hold to my private key somehow. If those coins were on a CEX, it would have been difficult for any hacker to steal as it would have multiple degrees of security. Though there are some cases of Exchanges going scam, there are good options that are more transparent and secure at the moment. I'd keep my coins on CEX and make my trades on them anytime.