Many users confuse CEXs platforms or their exchange apps with a crypto wallet.
Although even on centralized exchanges is possible to manage your digital assets, a cryptographic wallet is a very different tool.
It’s an application (hot wallet) or a hardware tool (cold wallet) that allows users to interact and trade directly with blockchain networks.
The main feature it knows how to keep in mind is the presence of a unique public address on and from which it is possible to receive or send assets on the supported blockchains.
CEXs (Coinbase, Crypto.com, Gemini …) usually develop their own cryptowallet software which, as already mentioned, are different from their exchange platforms.
Otherwise it is possible to use others more focused on on Ethereum and Layer 2 networks such as Polygon. One above all is Matamask.
A lot of people is using it to buy NFTs and to exchange crypto currencies on Polygon blockchain.