I agree with you. Proof of reserves is a good step, but it's not enough to guarantee that a centralized exchange is safe. There are other things to consider, like the people who run the exchange, how they do business, and how much money they have.
How will you know the people who run these centralised exchanges? Before the fall of FTX Sam Bankman-Fried was seen as a financial titan and a well-celebrated philanthropist. Almost all the media houses were singing his praise and FTX was seen as a successful business as they splashed millions on endorsement deals and marketing. Nobody knew that the company was a walking corpse until it collapsed. The operations of most of these exchanges are secret and their audit statements are fake and fabricated. You cannot dictate how much they own because they can always randomly generate figures without any verifiable proof. The best option will always be to "stay away from centralization"