Most of the time there difference of price exists so do you withdraw bitcoins from one exchange and sell at higher rate exchange?
Expect that bounty hunters are using multiple exchanges because a lot of ICOs are listed in different exchange. In my case, I am looking for a unique exchange when I will become a trader. It's either the exchange aggregates a lot of coins or they have small fee.
Multiple exchanges only supporting to all the coins because traders are looking to best profitable platform so single exchange sites is not convenient to traders. If you need unique exchange you should create your own exchange because your expectation is too much in Crypto exchange.