What you explained is the workings of a custodial service. The deposit addresses your users deposit to are under your control. You own the keys to them. It's exactly the same as with other instant exchanges. For instance, eXch, which was very popular on Bitcointalk. After reading your T&Cs and the mention of sending customers private keys, I thought that was the case with all swaps, but as you explained below, it isn't. Exchange owners seem reluctant to call their service custodial. You shouldn't be if your intentions are good. Your service isn't trustless and it's custodial but you can build a brand here if you do it right. There is a market to fill. I wouldn't give custody any importance in your OP. Most of us here know how instant exchanges work and someone could see it as annoying when claims are made that aren't correct. 

Got it, thanks. But why only for DAI and not also for ETH or all cryptos for that matter?

Yeah, and that is what makes it centralized and custodial, just like other instant exchanges, the moment funds are deposited into the deposit address you provide, you have custody of the coins. I don't have a problem with instant exchanges, in fact, i believe we need more of them that are legitimate and privacy oriented, but it is good to set the records straight that they are centralized and custodial, so newbies know this before going ahead to use them. Welcome and Good Luck.