Yes, there are issues with fees on DEXes, which require fees for both order cancels, and withdrawals. To have cheaper fees on DEXes, you should buy coins of exchanges, because with the same orders or withdrawals, fees will become much cheaper if you pay them via exchanges' coins, rather than pay fees via bitcoin, or other altcoins. Personally, I always own a small amount of DEXes coins in order to minimize fees. I think that we don't have to own too much exchanges' coins, just enough to pay fees, and when prices dumped, buy a little coins to store for later use.