Vaultmex has 5-7x the withdrawal fee of any other exchange. On top of that Dodosenpai-VMX on Discord suggested that a user try withdrawing a smaller amount of coin. That seems like their way of forcing you to make more withdrawals and thus pay them more in fees. Any exchange which takes control of your coins away from you is shady and untrustworthy in my opinion.
Don't forget to click the link that I have posted to VaultMeX forum profile and submit negative feedback. It is one of the few tools we have to help prevent others from suffering this type of grief.
Thank you.