I think @CoinLady is referring to all the hacked Crypto exchanges.
It's important to note that crypto exchanges are (almost universally) unregulated.
That's where the differences with Forex brokers begin.
1. A Regulated FX broker (especially the EU ones) will most likely have segregated client accounts - meaning that their funds and yours will be kept separately, thus ensuring you that the broker will not lose them. If they get hacked (highly unlikely) their own accounts may burn, but your funds will be safe.
2. Most brokers have some kind of client insurances in place - for example - the CySEC ones is called ICF (Investor Compensation Fund) which covers a certain amount of funds for each trader. I've seen a maximum of 20k Euro insured.
So, if for some reason the broker loses you money, gets hacked, or declares bankruptcy - the ICF will cover your losses up to what the insurance was made for.
However, there is a loophole - if you're registered as a "professional" trader instead of a retail client - the ICF will not cover you.