I could not find any advantage in using any intermediate wallet before reaching exchange. But there are incontinence may occur like unnecessary tx fees and time delay for network confirmations.
If you want your hardware addys do not be exposed to your exchangers then you may use bitcoin mixing services to ensure your privacy rather than simply using another "stage wallet".
Well, I agree with what you're saying, I guess there shouldn't be any reason why I shouldn't use my cold storage wallet to transfer BTC directly to an exchange. I just wanted to ask here at the Trading Discussion section, just in case there's something I'm missing in terms of good/safe wallet usage practices.
Thanks for your reply.