Correct me if I was wrong. For me, it seems like ckbtc is nothing much different from the normal wrapped btc on the other chain. Theoretically, we would still have to trust a third party contributor dfinity like the bridge on the other chain. Transferring native btc between icp wallet and btc wallet will still have to go through nns like the bridge on other chain.
Speaking about user experience, I’d say the ideal situation would be enabling users to withdraw btc from exchanges to the same address that we used to send our icp to. It would be nice if segregation is feasible as it sounds safer to me (as the word goes do not put eggs in one basket), but since i’m not the expert here so I do not really want to comment on the implementation part.