Looking at it while nothing wrong with DYDX per-say but as others have said there are pros and cons
The main pro is obviously that there is no KYC
I also think although I could be wrong but I don't think there is no  commissions at least up to a certain level. However dont know if I am charged more on another side.

The disadvantages is just more coins on binance also easier to fund account.
Another thing is - its easier to set up scripts and auto trade in binance. I have looked at ways of setting up pinescript to auto trade on DYDX or other dex but is complicated involving VPS. If anyone knows differently please let me know