What is the general consensus on BTC lending platforms such as CDC, Celsius, BlockFI etc?

First, yes, not your keys not your crypto.

I'd love to know how others feel about these kinds of platforms and whether the the reward (which seems to be 4-8% APY depending where you look) justify the risk of not only holding your coins on an exchange but allowing that exchange to lend those coins out.

I currently have most of my BTC on these platforms (it was in cold storage for a long while before I chose to take on the risk to passively grow my holdings). However, philosophically I feel that the entire point of BTC is that you can and perhaps should hold it yourself.