I mostly use 2 of the top CEXs + HyperLiquid and maybe defidotapp because it's the newest addition. I do agree about the notion that putting all eggs in one basket is inherently wrong. There have been periods of wild volatility and market swings where Binance and Bybit went down at the same time because of an AWS ussue iirc.
The only problem is that if you've an active position in whatever exchange that goes down, you're fucked anyway unless you open a delta neutral trade on secondary exchange of choice mitigate the losses of not being able to manage trades on the down exchange.