Quick question about selling your crypto

We all know how exchanges can decide to randomly freeze your assets and prevent you from depositing or withdrawing money. Not your keys not your crypto, hence the use of a ledger.

But when time comes to sell, aren't we still dependent on exchanges? I know we can use a third party through ledger live to sell crypto without having to send it back to an exchange first, but I've heard people on here say the fees were ridiculous, and not to trust some of those third parties anyway.

So what's your preferred method for selling crypto that's on your ledger? I would send mine back to binance for example, but I don't want to risk having my assets frozen, which would go against the very purpose of owning a ledger. Thank you guys for your opinions!