it's true but but with a lot of coins you don't have choice.
the exchanges sometimes have ridiculous withdrawel fees and for those with a small portfolio it's wasting money to get it out.
there thieves in a lot of ways but we need to patient for better alternatives and I think 2018 will be that year of change espacially after that theft of 532million of an exchange.

and the second thing is that not every coin has a great alternative like iota,
I'm glad I left my iota on binance from the beginning and there a lot more coins with terrible wallets.

I only get them from the exchange if I can secure them with my ledger nano S otherwise I leave them there