This is the disadvantage of keeping your own coins on your own wallet verse keeping it on an exchange. I still believe exchanges serve a purpose, despite "not owning" them. But the same can be said about owning stocks or bonds, at the end of the day it's an IOU.
keeping the coins in your own wallet is also an advantage when you are alive as no one can get those from you unless they know your password/privatekey. there are coins i kept on exchanges and there are also that stayed on my wallet. its best to just give at least something for those people you left when anything can happen to you.