I got the same problem 1 month ago, when I went to ED. 2 Days to whitedraw coins on it ,with an extreme rate of gas...It was my last time. I do not advice to trade with them.
What did you expect? That is how a DEX works, but if you want to adjust the gas (gwei) you can and to begin with it is set to 4 gwei which is standard. Don't know how much cheaper you want to transact with...
Any DEX fwiw is going to have the same costs, it isn't just EtherDelta.