If we are supposed to talk about positive things about storing our cryptocurrencies in an exchange, then I would go with these few points.

The first point would be that when you have your assets in an exchange, and if it's a trusted and major exchange such as Binance. If your funds get compromised because of a problem in the exchange, then there is a possibility that you might get compensated for that by the exchange because the funds are SAFU, lol .

The second point is that if you are a trader, you won't need to deposit and withdraw your funds every day and avoid paying fees all the time. You will have all your funds at once place, make your trades, get your profits, and repeat that every day without any worries.