Bitmex is not a "normal" crypto exchange where you can trade a coin with another coin. It's a derivative exchange, you can only trade BTC and several altcoins
futures contracts in Bitmex. All contracts are bought and sold in Bitcoin, that's why you don't see other deposit/withdraw option other than Bitcoin. You can't deposit/withdraw USD, everything is in BTC.
Has anyone used this exchange do you like it?
It is one of the top Bitcoin derivative exchanges out there. Other exchanges that offer derivative contract includes Bitfinex, OKCoin, and 1Fox.