Therefore, you need to send your Ethereum into such a wallet. Once your crypto is in your DeFi self-custody wallet, you are free to do with it what you want and are no longer limited by what the exchange supports or allows. There are some benefits to this such as if the Coinbase Exchange app or website goes down or blocks you, you cannot access your funds temporarily. But DeFi wallets are directly tied to the blockchain which no single company or group controls. However, this also means you are solely responsible for the security of your DeFi wallet.