If you look at it from a business perspective, you will realise that for the exchange itself to be successful huge amount of money has been spent and to maintain it hence it's only fair they charge a fee but sometimes the fee can be a little ridiculous though.
DEX doesn't ask fee though which is why its a lot better to just stick there, the only issue trading on DEX is that there's not much volume. You'd rather be staying on Exchange with greater volume than waiting on dex for someone to pick your orders. AT the current price, 1BTC for a list of coin is already ridiculous but some are asking more than 1BTC. Token pay is much safer and cheaper.