I've never encountered a problem like this because I usually set stop-loss and take-profit limits when opening futures trades on a particular exchange, so maintenance downtime doesn't affect anything. Relying on a single exchange does carry significant risks, especially for those who actively trade or hold assets on that exchange. If the case involves holding assets, an exchange might not be the right choice. However, if you're a trader, choosing an exchange with a high level of credibility is probably better, even though no exchange is perfect.
I still believe there are traders who leave their assets on the exchanges, although it may not be a large amount for traders. They do not want to be burdened with withdrawal fees that would become quite uncomfortable if done continuously at the end of the trading session.
I think it's very reasonable for traders nowadays to have several exchanges that are indeed their favorite places to trade, whether for the purpose of taking advantage of them to make a profit or simply because they are comfortable choosing one or several exchanges for other reasons.