Yeah I only use eXch, but I only use the service for my "liquidities". For example the BTC I earn here, or when someone pays me with altcoin; I always swap them to XMR first, no matter if I want to keep BTC.
You're right, I should probably use some other services, but I haven't found a better one for now. I am not worried about it, as I use Tor, internet data not under my name, and I believe eXch when they say they don't keep logs.
I don't think there is a better one, but there are alternatives like Bisq. I mainly use these 2 options.
On the other hand, for the BTC I HODL for the long term (I mean for my old days), I don't want them to be linked to any online service/exchange. I prefer only hodl what I am mining myself. Who knows, maybe X or Y service could be categorized "non-compliant" in the future and some coins could be tainted (scenario easy to imagine with USDT/USDC for example). I am probably over-paranoid, but I have the feeling that the futures regulations in general will give a disadvantage for people using some privacy-friendly services today or in the past.
Perhaps one day our intrusive gov friends will realize that some naughty Asians dressed in green and red suits are using X or Y service to exchange funds, and that BTC accumulated by said service would become as rotten as those held by a certain forum campaign manager following recent events? I don't hope so, but it's possible.
Since you are mining, this is a great option. So essentially your retirement funds are BTC that you have mined yourself. And you exchange every other BTC you own to XMR? That's cool.
However it is highly unlikely that coins derived from exchanges will be banned. As long as there are miners and nodes who are willing to validate such transactions, we are ok. It all depends on how "deep" chain analysis will go and how much the authorities will be able to control echanges and companies who receive BTC as payment.