If you use some exchange of some sort, perhaps you are a trader and have been able to get some profits from your Bitcoin trades or you’re a merchant that got paid in Bitcoin using an exchange address instead of your none custodian wallet and very much, any means you might receive cryptos but, didn’t use a more compliant none custodian wallet but used an exchange instead.
There is no wallet type as
none custodial wallets. There is only non-custodial wallets.
I know this isn’t idea but, some might prefer it for reasons related to maintaining privacy, not wanting associates to link them to an address maybe.
Choosing a wrong blockchain for receiving or sending your bitcoin or altcoins is not about privacy. It's only your lack of knowledge, experience and carefulness to learn, and double check details when submit your withdrawal or broadcast your transaction.
This careless action has nothing to defend your privacy.