Yeah, you can export to an external wallet, I've used Loaf...

Yeah, you can export to an external wallet, I've used Loaf Wallet, a simple app I downloaded for lite coin.

But I'm trading XRP at the moment, so having it sit with BTC works well for me for quick trades.

Director is right, it is more secure to store in wallets outside of exchanges, but like I said, doesn't work for me, nor am I that paranoid.