It is difficult if we want privacy in the middle of the crypto popularity. But keeping your coin in the exchanges will not recommended and a BIG NO because that is not your coins. We should keep our coins in our private wallet so we can control and know where we want to use it.

People may say many things about asking other people to keep their coins in the exchanges. But we don't have to follow that asking because we want privacy for our coins. We care with our coins so we want to keep it by ourselves.