The real question is why would you ever want to do that? The exchange isn't portraying itself as a mixer, and if you take the time to read their privacy policy, you'll quickly figure out that you have no privacy. On top of that, add that most centralized exchanges work with chain analysis companies, subjecting coins into "clean" and "tainted", going in the complete opposite direction of what a currency is aimed to be.

They will be absolutely tracked. Exchanges do share that information all the time, there's even a site[1] which takes an address as input and tells you to which exchange it belongs.

[1] https://www.walletexplorer.com/