Cryptocurrency conspiracy theory

If you try to send Bitcoin to a Litecoin address your Bitcoin will disappear. My question is why is it not return to you as undeliverable? Here Comes The Conspiracy Theory. I believe as many do that I have talked to now. that there is a type of firewall or pre server if you will. Your coin is delivered to the exchanges or wallets preserver, then evaluated. if it has the right address it is sent on to its destination. If it does not for some reason the coins are kept and the exchange now has them. With today's technology and all the technology that surrounds cryptocurrencies it is not hard to believe in something like this. Also not hard to believe that it would be easy for them to return as undelivered your coins that you may have put the wrong address on. Just something to think about as you are pushing your money around from wallet to wallet and exchange to exchange. Could be another reason why they don't answer when you send emails to support.