There are several reasons why payments from a CEX can cause issues. 

1. If a user does not take the CEX withdrawal fee into consideration when making the payment, the order will be underpaid and the funds will be sent back to the origin address. This will not be associated with you, but with the CEX, so you will not receive a refund.
2. A CEX usually batches withdrawals and does not make transfers instantly. This can cause your order quote to expire, as you have 15 minutes to make the payment. Funds from an expired order will also be sent back to the CEX’s origin address.