As we all know, any centralised exchange shouldn't be treated as a crypto wallet. Well, even if we don't store the funds in exchanges, we still need to use them, though we can use decentralised exchanges.  But many of us have been using centralised exchanges due to many reasons. So even if we buy coins from the exchange, we need to move our funds into there and buy coins. Later we can move to the non-custodial wallet.

I will share my own experience. Binance freezes my funds when I receive funds from my clients. Because one of my clients sent BNB from a mixer.  However, eventually Binance returned my funds but restricted my account, so I can't use Binance anymore.

The second story was learnt from the scam accusations board. Bybit asking him for transaction details with videos of where he got the funds. That user also used a mixer to send funds to Bybit 5 years ago. So Bybit is asking for proof source of funds, which is impossible.

So what we learn is that funds shouldn't be deposited to a centralised exchange directly from any third party. You should bring the funds into your non-custodial wallet first. Then you should use CEX to buy crypto coins and move them again to a non-custodial wallet. In the meantime, if the exchange is about the source of funds, you can show them with video proof, etc.

So just be careful.