It should be known that most exchanges existed before Segwit addresses were introduced in 2017, changing from legacy or adding Segwit would require a lot from development phase to testing phase, making sure everything is in perfect condition. This is why most older exchanges do not have Segwit addresses.
Is it worth the capital and stress to implement? No
When I searched online, I found out that Bybit, Bitget and Mexc were created in 2018. There are many exchanges that are not listed in the topic that were created after 2018 which are using the old address.
Founded in 2017 but didn't get the adoption until few years ago. Everyone wanted a stable and more adopted system so most systems were built on legacy addresses, some only added Segwit addresses recently due to it high adoption rate.