but come to think of it, could it be that we have the same experience like this all the time, sometimes we may receive payment from exchanges, bounties, and even from making trades on exchanges, except we choose to use a decentralized exchange.
I don't know what you mean by receiving payments from exchanges, but if you are talking about winnings contests or any promotion in an exchange, you are definitely going to receive your rewards in your exchange account. This warning is basically if you are reveiving money from third parties, maybe a colleague, business transaction or even a signature campaign, the safer approach is to receive your money in your own wallet, because you don't know the service the sender used, it could have been a mixer.