I've been using multiple exchange wallets but I have a nano that I'm going to setup.

If you want to hodl for a long time then definitely you should go for wallets. But if you are ready to trade then exchanges are good to go. I prefer multi-coin wallet instead of many wallets.
Why wallet? - It's secured. Also, some coin gives you stakes for Hodling in the wallet.
Why not exchanges? - As it's running over the internet, it can hack, damage or something evil. So your coin may be at risk.
I use exchanges when I'm ready to trade within three months at least, otherwise, I keep it in the wallet.

i really prefer exchange because it can guarantee our money for being lose or stolen, and it also give coin from hardfolk so your money will safe and make some profit of hardfolk

Crypto exchanges are not always safe, if hackers steal a very large amount, then the exchange may not have enough reserves to pay off all users who lost money. This situation has already happened in the past. That's why I prefer to keep my coins in my wallets.

Don't exchange the coin. If exchange before check the price.  Then you get more ideas for buy and sell the coin. So you hold the coin in the wallet. It safe. If need to any issue to use then you sell on time. It any time to sell the coin. So wait for the price increases then sell it. It reach the all country. So  any country to use. It future currency so hold it.  

All have risks to keep, the best is ledger, mew is very nice wallet if you don't catch fishing site, also exchange is good if don't have problems, better hold and don't open throw private key

It depends on your goals and terms of storage. If a small amount of time, it can and can be held on the stock exchange, and if you decide to long-term - it is better to install a desktop wallet or use online version. On stock exchanges, it is better not to store for a long time - they can exclude a coin from the list of traded ones or the exchange will be hacked, then you will simply lose your funds.

Well, that depends on what you want to do. If you want to trade, then obviously the exchange. If you want to hold on, then the wallet is best as you are in full control of your assets .

If I am just the opposite I feel hesitant to keep my assets there especially if the numbers are large and I prefer the wallet because all the controls are on us and it's completely safe