I think this is a problem inherent to exchanges containing a central authority in general. This is why I am a proponent of experiments such as bitsquare which try to provide a secure solution in which users can exchange currencies without worrying about a Mt.Gox or Bitfinex situation.

I definitely agree with your statement that if Bitcoin and Ethereum implemented the features that Steemit has put into place, but having an exchange be decentralized itself would also be a huge step in preventing hacks. If there was a feature on steemit.com that allowed users to convert STEEM to bitcoin securely that would be awesome, and since everything is open source there is nothing stopping developers from creating a secure STEEM exchange that is decentralized as well. :)
~ Np