Obviously, your coins are more secure if you put them in a Lectrum wallet, sparrow wallet, metamask, unstoppable, or hodl. This is if you don't buy a hardware wallet, but if you do, it's better to buy one.

Because if you buy from an exchange, it will not appear that you are the one in control of your coins here because it is centralized, where they can freeze or hold your account on such platforms at any time. And when that happens, you have no objection to recovering the assets that are on the exchange platform.