LN is not so easy to integrate for an exchange. Do you run a LN node? If you run it you will understand how hard it is to manage and keep a good level of inbound/outbound liquidity.

Is all about liquidity and how you manage it. Exchanges mostly they will have more outbound transactions (people withdraw through LN). In order to achieve this, they will need to open a bunch of big channels with good other nodes, so they can send fast , reliable and cheap all those withdrawals.

Users that want to sell their BTC (losers), usually will use onchain to deposit, so the exchange will not need too much inbound liquidity.

This is a very good question btw.