Cryptocurrency Exchanges have been working tirelessly to protect and the image of themselves in recent times. They mostly care about users fund protection well as working within the confines of the law to avoid government troubles.
Careful measures are taken when handling fund withdrawal for safety purpose. Therefore, most Exchanges carefully verify each wallet address submitted by their users. Each Exchanges have their supported Apps and the rejected ones two.
In case you are using Trust Wallet app. I recently discovered ZB EXCHANGE and MXC EXCHANGE are not supporting Trust Wallet app for BTC withdrawal. You can withdraw your ETH to the app without any issue. I only discovered the BTC withdrawal are not supported.
Kucoin on the other hand has no issue with BTC withdrawal to your Trust Wallet app. It is well supported.
Note: some Exchanges are not accepting Trust Wallet app for BTC withdrawal too, I will update you as I try further.
This is just the situation at the moment.
Sweet trading to you all.