Could be advantages to a second layer token, but also disadvantages. One being HDB is extremely simple at the blockchain level. The risks of errors in complicated smart contracts are significant in practice. I'd be more comfortable holding something like HBD than any complicated second layer token that isn't extremely well audited and proven out (DAI, itself, is probably okay, but many others trying to do this are likely not).

I don't see any advantage to not being on exchanges, nor can you prevent it. Just have to deal with it.