Sophia here from Shopify. Welcome to the Shopify Community!
Please keep in mind that selling your store outside of the Exchange Marketplace means Shopify won't be able to help you with any issues surrounding the transaction. Private sales can also result in you being permanently banned from using the Exchange Marketplace in the future.
Was there a particular aspect of the Exchange Marketplace that concerned you? If so, I'd be happy to pass your feedback along to the appropriate teams. And if you have any questions about the Exchange Marketplace, I can absolutely discuss it further with you as well.
If you're sure that you want to sell outside of the Exchange Marketplace, hopefully the Shopify Community can provide you with some helpful recommendations here.