Why do you say that? Many trust Bitmex. https://revain.org/exchanges/bitmex. As you can see, there is a reason to trust this exchange - 4,7 / 5. 4,7 stars -this is a good indicator.
That really doesn't mean much at the end of the day, and from skimming through a few of these reviews people don't mention very many flaws that Bitmex has, such as the site overloading when the price of a contract starts swinging fast in one direction (which means it's extremely difficult to submit orders during overloads), even though there's now a revamped order queue system that's somewhat eliminated the overloads. While it's true that there's plenty of people that trust the site, it's definitely not a 4.7/5 exchange in my eyes even though I trade very often on it.