True. As much as I like all that p2p trading stuff, it doesn’t come without its own risks.
Other than getting scammed, there is a chance that you are receiving tainted coins that has connection to a past crime.
If that’s the case, the moment you send these coins to an exchange, they will lock your account and start asking questions about how and where you got these coins. It is a never ending chain of headaches from there. You’ll explain the same damn thing for a hundred times and there won’t be any progress on the matter for the next 2 years probably.
If you are doing p2p don’t even think about using exchanges unless you somehow find a way to mix them coins.