Would it be usefull to move stablecoins to a unhosted wallet?

Hello,

for now most of my assets are on a CEX, I want to move them to a unhosted wallet because of fear of my governement being able to freeze or take them.

But is storing stablecoins really useful? after all USDT, USDC and BUSD all have a blacklist() method, my governement could just ask those token's 'owner' to freeze my adresses.

Thanks.