Actually this has been agreed with LN solution, lightning network. However, the results are disappointing, some exchanges are not fast in implementing this so that only the transactions we do are charged a large fee.
Results are disappointing? How is it even possible for exchanges to implement something that isn't even ready for mainnet use? And another thing, lightning network testing has been extremely promising.
What you *probably* are referring to is that exchanges haven't yet utilized SegWit. If really so, then you are indeed right on that. I however have to point out that even if SegWit reaches 50% utilization, Bitcoin has still limits.
That's why we strongly need the lightning network to be available for mainnet use. Yes, there has already been a service accepting lightning payments, but I prefer to see it roll out and gets used when it's ready for real.