Risk an exchange going down or risk the bank freezing my account for sending money from a bitcoin exchange...and then telling me to come to the closest branch to sort it out.
Does the exchange have "stablecoins" ? USDC, USDT, DAI ? You could convert the money into those, and effectively withdraw from the exchange to your own wallet. Most will run on top of ETH so you'd need a little bit of that too.
Your bank account does not give you any interest. Those stablecoins, either you keep it in your own wallet, or experiment with the new defi banks (Nexo, Celsius, BlockFi, Gemini Earn) so you get 4% to 8% or something.