For me it depends on if you are talking about storage for the long term, or assets you may trade or intend to trade soon. Long term I would remove them from the Exchange, whether CEX or DEX, but trading assets I leave on the DEX. The exact same wallet models are used for both OpenLedger and Bitshares Cloud Wallets. The accounts are interchangable, and always reflect each other in each block. Bitshares also offers a GUI Client App for Local Wallets, which would generally be more secure than a cloud wallet that only requires a name and password. OpenLedger is only available through OpenLedger.io.