So you are a Big Fish. You have a boatload of money in exchange X. You go to take it out and they don't immediately give it to you. They say, "Listen, we can't get to it, it's in our cold wallets, it will take a week." A week goes by, they say, "Listen, here's 10% of what you asked for, we'll get you the rest shortly.". This goes on, they periodically give you some of the money but there's a lot of evasion.

What's the Big Fish to do?

a) Quietly keep pressure on the exchange, taking the money as it comes, while not putting any back into the exchange.

b) Make a big stink, bring in lawyers, write press releases and bring down the exchange, possibly destroying any opportunity of getting the money back.

A is obviously the choice here... but that's a problem if you have a lot of big fish trying to get their money but can't. The price should be tanking, but everyone is too afraid to trigger a run on the exchanges that would kill their investment. There's really no way to know if this is happening. It could have already started.

Move coins to another exchange

How? They have your coins.

Yes, that is precisely what the problem is. There will one day be a run on the exchanges and it will get nasty very quickly.