If I'm reading you right, you have a few things mixed up.

Trades made on exchanges are generally not made on the blockchain. The only blockchain transactions involved in trading at an exchange are when you send BTC in and withdraw BTC out. All the rest is done on the exchanges internal database and doesn't encumber the Bitcoin system at all.

I don't see how destroying small amounts of BTC would help. Miners can already decline to process transactions without fees.