Everything you have there as the disadvantages of unregulated exchange sites are valid which is something that should be considered and there is really nobody to check the excesses of these exchange sites. They tend to change policies over night, delist coins at will, cancel orders without recourse, forever non-resoponsive support platforms, locking account of users without notifications, funds stolen without being held responsible among the many sins of all these exchange sites.
However, the concern here would be, who will regulate? Bitcoin is decentralised by nature and committee could make that happen. If we call on government, then we should be willing to submit more than what we bargain for including our anonymity. I guess that is the irony of what we have to face for now.
