I agree that there should be something to prevent replay attacks on the protocol level, both for the exchanges' sake, and for the protection of the end user.
Used properly, the block size itself can be leveraged to disassociate coins between chains.
I can send a transaction (or a chain of them) which would take ages to confirm on the existing chain, yet on a big block chain it should confirm in the next block. I then RBF on the existing chain to a different address under my control. Voila, easy disassociation.
There is also mining reward "taint", although you have to actually get some of it to use it. Once you've tainted your coins though, they can be used to taint others, and so on.