At what point "Not Your Keys, Not Your Coins" is worth it?

Forget about the current situation, a war sucks, it has no positive sides. Let's look my question in a more "global" way.

I bet more than half of us users has assets where the rule "Not Your Keys, Not Your Coins" applies, wether it's CeFi, or Exchanges that reward the user with some juicy APY, etc.

My question is at title says, surely a compounding reward system is really good to keep finances safe from drops and when it goes well it makes us a bit richer than the previous year.

But at the same time we are seeing governments freezing assets by ordering it directly to Exchanges and CeFi, and when they strike you never know if you're gonna have time to withdraw or not.

Right now managing a self-custody wallet is not that hard like it was years ago, now there are a lot of apps offering super user-friendly interfaces and recovering a wallet is almost seamless (I don't know if it's the right word for it). So all you have to do today is to keep your private keys safe.

And I'm not even mentioning that aggregating crypto to the same platform (again, CeFi and Exchanges) nullifies the very purpose of decentralisation. At that point, was it even worth getting that 10% APY at the price of basically "renouncing" the ownership of your total asset?

If I wouldn't have to listen to my greedy ass, I would immediately withdraw all cryptos I have outside and place it in a self-custody wallet. The only reason I'm relaxed with it is because I'm not even close from being over-invested, otherwise I would have already withdraw all of it.

What's your point of view?