> maybe move them to a wallet where you hold the keys
Something you should be doing anyways by default, war or no war.
Self-custody is one of the pillar of what makes crypto interesting.
Exchanges, as the name implies is a place where you move your crypto temporarily to perform an exchange. Once that is done, you get your funds out.
If you leave your crypto (or fiat for that matter) on an exchange, what happens next (confiscation, hack, exchange owner runs with the money, etc ...) is the result of you ignoring this basic tenet:
Not your keys, not your coins.