BTC-E also charges withdrawal fees for crypto, unlike Bitstamp for instance, but year, cheaper trade fees. I trade on Bitstamp and BTC-E. Mt Gox has very tasty volatility though 
Different volatility? Interesting. So, they are each separate entities?
What is crypto? Is that some kind of trading or exchange feature?
They're all separate entities with their own rates of exchange between BTC and other currencies. When Mt. Gox first suspended USD withdrawals, their price diverged pretty quickly from the other exchanges.
Scarsbergholden is referring to the withdrawal of crypto currencies, which is what Bitcoin is. Mt. Gox and CampBX, for example, allow you to send/withdraw BTC for no fee, but charge fees for buying and selling. BTC-E charges a fee for Bitcoin withdrawal.