I think some exchanges have already charged the cost of buying and selling coins and I think that fee includes the tax paid for the development of the exchange, but for taxation the ownership of the cryptocurrency assets that you have does not have to exist.
Do you even know what capital gains tax is? The fee those exchanges take are for developing their exchange, their profit and paying their "own" tax (not yours!) if applicable. You will still need to file your own tax if you hold crypto currencies and make profit from it. The rules are bit confusing, but as far as i know, you will have to pay tax on your capital gains, at least where I am living.