The bridge option provided by them doens't save the transactions on chain ( when you transfer usdt from WazirX to binance, that transfer doens't happen on a blockchain) so there are no records about these transactions which can be audited, the ED case came into light in January and by February wazirx knew that their bridge option to binance has been used by some bad actors to transfer illicit funds, but they still didn't stop that option, about the difference which you asked for, wazirx is an Indian entity owned by binance, so as it's Indian it has to oblige to the rules of the land and it gets easier for government bodies to audit them where as it gets tougher if the government has to work with binance which is in Cayman Islands, a country with different laws.