I think that may depend on each person’s needs. Personally, I like to transfer to/from my own soft wallet(s). Exchange wallets should only be used as temporary wallets, for purchasing and selling crypto and not for storage…just my opinion. Part of that mindset is based on my early experiences where direct transfers to/from exchange wallets were not always possible, so a private wallet was necessary to serve as a go-between.
Exchange wallets are also bigger targets for theft and are privacy killers, especially those that are subject to US regulation and compliance. I also believe that it is important to have multiple wallets…not just for segregating tax/crypto card funds etc., but as an added layer of security and risk mitigation.
Overall, just my opinion and personal preference. Having more transfers requires more time and fees, so each person will have to weigh the pros/cons. Some people may not use a crypto pay card, do not care about privacy, are able to do direct transfers and use multiple, brick and mortar bank accounts for segregating/securing funds, so my methods may seem nonsensical to those individuals.