If you are one of the ones who really want to be able to mine to an exchange - dude.... just get a mymonero.com account, mine to it and take that extra 2 minutes a day to send from it to poloniex or wherever.
tbh i also want to mine to the exchange, is it free to transfer from mymonero.com account to polo ?
There is a fee of between 0.003 and 0.006 and a delay. The fee depends on the level of privacy you select. It works but is annoying.
You have to always consider if you have enough funds INCLUDING the fee or your transaction will fail.