Every exchange has its own features and advantages. If you want anonymity and to pay fewer tokens or fees, then DEX is for you. However, I must note that any exchange is a form of pseudo-anonymity; all transactions can be tracked when done professionally, especially if you are a criminal. In CEX, your information is displayed, which is true, but you do not have to worry about your assets and transactions. There are also many promotions, airdrops, and launch pools that are 100% verified, and if it's a wealthy exchange like Binance, then you're also insured against fraud. That's why I choose CEX -- Binance.