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.
Definitely, there will be some fee charges from both the Dex and CEX exchanges. Most of the time, the fees can't even be noticed as they are relatively small to the extent that you might not notice that there was a charge removed when you were executing your trade. The fee rate is dependent on which exchange you choose; some Dex even charge higher than CEX, and some CEX charge higher irrespective of what the charge is for.
On the aspect of KYC, it's an individual choice, and I tell people the risk involved is now left for you to decide if it's worth it or not. I personally don't talk people out of using centralized exchanges, but rather I advise users to consider the risk factor involved, and if there are possible means of avoiding it, one should grab them, but in a situation where there are none, especially in the aspect where you talk about having more trading pairs, one should go for it, and do not forget to look at the T&C of whichever CEX you choose to use, as most times those ignored declaimers are what is being used against someone, especially on the aspect of huge deposits, frozen accounts, loss of funds, etc.