I want to think that people who still store their Bitcoins in a centralized exchange and continue to do their transactions or just save it there either one, do not know the inherent dangers or two know about it from the stories of others and are living in a fantasy they can't lose their Bitcoins to exchange just like the others. Or maybe they are trying to be smart like wanting to save some money on the transactions fees involved in sending Bitcoins from their wallet to their exchange app whenever they have to do a transaction.
The chance of don't know about risk of the practice is bigger than knowing about all possible risks but don't mind to do proper practice. Most people knew of risk, and recommended safe practice but they decided to do what they feel most convenient.
They only start to be woken up, and perhaps thinking of changes when they already fell into scams, hacks, fund loss but if they practiced like "putting all eggs in a single bag", they will not have any second chance to restart with a new practical method.
Warnings and recommendations are abundantly enough in books, open source online resources for everyone to learn and improve their practice. For example.
Bitcoin wallet basics. Many resources for reading and learning, only whether people are ready to read and learn.