CoinDCX is a cryptocurrency exchange based in Mumbai, India and according to
https://www.business-standard.com/amp/markets/cryptocurrency/coindcx-joins-list-of-the-biggest-crypto-breaches-in-recent-times-125072200942_1.html CoinDCX was attacked and around $44 million was stolen. According to the article CoinCDX claimed they account that was attacked does not hold any client funds that I was just an internal account meant for liquidity operations for their partner exchange.
This is not the only case of attack where exchange lost millions of dollars and a paragraph in the article you can read that tracking stolen funds like this still remains challenging as this attackers has various options to launder this funds and remain untraceable.
You may or may not have your cryptocurrency on CoinCDX but news like this should call to your attention that you exchanges are still in dangers and as in this case the exchange are absorbing the whole loss but in other cases their clients could bare some loss.
You can not always know the time when these attacks can happen on an exchange so do not be obstinate about not leaving your cryptocurrency on any exchange.