Don't forget, at the beginning of the presence of this forum, there are many buying and selling activities among forum members.
But I also agree with your statement, exchange is still the best place for buying and selling activities.
Either using an exchange or dealing with a forum member, it's always risky with large amounts.
Personally, i won't hesitate doing trade with some of the greatest profiles here in the forum rather than using the most trusted exchange ever. With a forum member, I will not have to do kyc or be asked about the origine of my money. In extreme cases, there is the choice to use escrows and multisig wallets.
In my opinion, the risk of being scammed by an exchange is great than dealing with a forum member (trusted ones) .