Yikes. I have never tried to get money out of an exchange. Kind of a lack of due diligence on my part I suppose. I don't plan on trading any of my cryptos for cash and getting that cash off the exchanges any time soon but it is something to think about for when that time comes.
I have never used Poloniex and I haven't really heard anyone say anything particularly good about them. As of now Coinbase is my gateway for turning dollars into Bitcoin or Ether. I usually get Ether because it's faster to transfer and I usually turn right around and transfer it to other exchanges that offer a much wider array of coins or I send it here through @blocktrades and power it up.
I did make about a $150 mistake with Bittrex one time when I accidentally sent Bitcoin to my BCC wallet address instead of a BTC address. Their policy states that they won't necessarily commit to investigating and recovering botched transactions under $5,000 (yes FIVE THOUSAND).
So I received a form email saying yeah we'll look into it and maybe we'll get back to you and maybe we won't (not in those words but you get the gist of it). That was a couple of months ago and I've long since written that off as a loss. It was my mistake and I accepted the risk of losing it all when I put it into cryptos in the first place.
I now triple check the deposit address and make sure it's the right wallet for every single transaction.
As far as regulations go, I don't know that I want the industry heavily regulated bc the US govt seems to destroy everything they touch but it would be nice to have some type of assurance that our money / coins are safe and the exchanges are accountable.
This isn’t even pulling money out of the exchange in the sense of going to fiat. Eventually if you live long enough you have to pull money out at some point.
In my case I was going from Bitshares to Steem.
A little late to the game but:
Do they offer return addresses when something goes wrong like you said?