Most Centralised Exchanges are not considered to be 'trustworthy'. Not your keys, not your crypto
The question was is it trustworthy for trading, not if it's trustworthy for holding. I don't know about MEXC, but it's ok to trade on a CEX for the crypto you like, then send it to your private wallet. Especially for the less experienced traders, CEX is easier to onboard your fiat and often less confusing when trying to execute the trade.
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