For this reason alone, Betfair has no reason to ban or close your account when you should win. This is what Betfair first became famous for; peer-to-peer betting. Whilst the Exchange account won't be closed for winning, there is an additional commission rate.
A quick and easy to use tool, 'Cash Out' is a function which is available with most betting providers, giving the bettor an opportunity to take a profit, or loss in some cases, before an event has been completed and settled.