That can happen. But if we go back to the Paxos and BUSD situation, owners of those tokens still have 1 year to get rid of them.
For now. No guarantee that won't change. And there are plenty of examples - Terra Luna for example - of centralized shitcoins becoming worthless or being frozen overnight.
If you store your savings in stablecoins, then you are in danger because of panic, fomo and so on but if you just hold Bitcoin on Binance and one day your country decides that Binance should stop operating there, then you'll have a timeframe to withdraw your coins. Completely chaotic scenario is possible but I believe there is a very low chance of that but overall, I totally follow your advice, people should store their coins in self-custody wallets and take care of the security of their devices very seriously, as they should take care of their private keys.