Any self-respecting BTC bear isn't going to short on an unregulated platform run by people heavily invested in BTC being a success and expect to see their margin again or get paid out on their contract if they're right. I mean, it's not as if exchanges have a good track record of not losing/stealing customers' money when BTC is doing well.
You appear to be arguing false causes from which you draw irrelevant conclusions.
Firstly, the reality is that other people (lenders), rather than exchanges, are lending out their money, for a certain amount of interest. Exchanges have nothing to lose. Quite the opposite: they earn regardless of whether longs and shorts are successful or not. Take Poloniex as example: they collect a 15% premium on interest earnings. This is of course next to the premium they collect in the form of regular trading fees.
In nearly all cases this means that lenders don't lose money. Borrowers do because they pay interest. This is why you can only borrow after you allocate collateral, which is used to pay for said interest, and to collect profits, cover losses, and for forced liquidation in the case that the borrower's trades are about to lose more value than is covered by their collateral. This applies to shorts and longs.
The only chance this becomes problematic for an exchange, I think, is when a forced liquidation does not cover all of the losses and some debt stays open. In this case either the lender does not receive the right amount of interest, or, what makes more sense to me, is that the exchange will cover the debt and try to claim it back from the liquidated borrower.
Secondly there are a good number of exchanges that do have very decent track records and aren't as scammy as you claim. There were a few scammers out there, I'll grant you that - companies like Cryptsy and of course MtGox just stole incredible sums of money. And yes, this can happen again with other exchanges. Be that as it may, this still does not have anything to do with the possibility of shorting in particular.
Of course it has nothing to do with shorting in particular, except that shorting (at least until the Winkelvoss ETF gets approved) requires using precisely the same Bitcoin financial ecosystem that people thinking it'll crash are unlikely to have much faith in at all.
What you say of the exchange business model not being exposed to price movements in principle might be true of properly capitalised and regulated exchanges, but its less evidently true of the exchanges that actually exist.
The most recommended place to short Bitcoin is/was Bitfinex...
