Exchange with over 8 million users runs away with user funds (including mine)

On a weekly basis I see posts about how you shouldn't keep your crypto on exchanges and phrases like "not your keys, not your crypto". I tried to keep as many coins of exchanges as I could, but for some low-cap crypto's I had no idea where else to store them. I couldn't find any hot or cold wallet for them, so I kept them on this exchange called "BKEX", which is an exchange mainly used by Malaysians. I believe the CEO is also Malaysian or perhaps Chinese.

2 months ago (29 may) the exchange released an announcement, informing the users of the exchange that withdrawals are suspended, due to a police investigation. They promised to transparently communicate updates.
Well guess what. That was their last ever post. Nothing else has been released and in the meantime, customer support seems to have disappeared too. Bots have flooded their communication channels and nothing is moderated anymore.
According to users on twitter, everything signs to a "rugpull" of the exchange and the CEO has run off with user funds. Nowhere on the internet was there anything to find about some police investigation, so that seems to be a lie.

What bothers me the most, is not the fact that I lost $2000 in crypto, but why this matter hasn't been addressed by all the crypto news outlets. If the exchange really had 8 million users, then surely it should have made headlines.

As for me, I have definitely learned my lesson. I am never going to leave any crypto on any exchange anymore. I always dodged all the scams, feeling so lucky that I managed to do so, but this time around it's my time to burn.
I hope I can warn those of you who (as we speak) still have funds on an exchange, to immediately get them off. When an exchange falls, you won't get a warning. It's gone just like that.