Well, in my personal opinion, it is best to have it in private wallets, the most Recommended is a ledger, but it is expensive, but if it is a large amount, why not make the expense? Such is security, and if it's money, why risk it? It is much better, if the money is left in an Exchange , that money is not ours, it is from the exchange , what is ours and ours will be when we Enjoy our public and private keys and they are under our control, in an Exchange, even if it is the The more Famous and Better Will Always have governmental restrictions and if they, Through an order, decide to confiscate that money, we cannot do anything but Accept such a thing.
I do not Recommend Leaving the Money in an Exchange, Unless you Want to Trade , but it is something that is the trader's Responsibility to Immerse themselves in a world of KYC rules and who knows what else.