Think of it like this: when you put in a stop-loss in an exchange-based GUI, you're giving free information at that point, saying "HEY! I'm willing to sell all my bitcoins at x-$ below market price". Information has value.
I'm don't want to accuse exchanges of selling any of this data, but realize that at least to the exchange you're giving up this information for free. At least the exchange knows, while it shouldn't have to know.
If you want to work with stop-loss, keep the stop-loss mechanism in your own control and use the API to execute it when the price hits trigger-$, so you can avoid giving information for free to a third party.