I can agree that users don't seem to care about decentralization... yet. I think that centralized exchange users will keep getting "goxxed", and eventually everyone will understand why DEXs are so important. It is a long term play that requires the inevitable to continue happening (exchanges going bankrupt). Let me comment on your list of most important things for an exchange:

I can only use Bitshares as a measuring stick, but it is very convenient compared to most exchanges. Simply entering a username and password is much easier than most exchanges where you at the very least need to confirm your email address.

The fees can be adjusted, and I think soon you will see a competitive fee structure on the Bitshares DEX. Low percentage-based fees are inevitable because the community mostly agrees that is the only way to proceed.

As far as speed, Bitshares settles trades in less than 4 seconds, which sounds slow on paper but is actually pretty fast when you actually use it. It is hardly an inconvenience and is not that much slower than centralized exchanges. Maybe high volume day traders would not like the lag, but for casual traders or "buy and hold" types the lag is not a problem. That is my opinion of course, but I am in the latter group and the lag doesn't bother me a bit- 4 seconds or less goes by much faster than you'd think... 4 seconds is the maximum amount of time if you happen to submit the trade right after a block was produced, so in most cases it will be more like 2 seconds.

Security is great with DEXs.. that is the point. There is some systematic risks involved with decentralized derivatives, but I see them as being much more unlikely to collapse than a centralized exchange going belly up.