it is actually the best way to transfer USDT from one exchange to another, or from a wallet to another wallet, fast and low cost transfer
with all said, I would not stuck many USDT on Tron network, it is not decentralized and security issues are not negligible there, so keep it fast and clean, with transfer to Ethereum network for security in the end
Are you sure you are transferring USDT on the ethereum network from exchange to exchange?
try to see how much it costs at the moment. Tron network for USDT is also widely available on exchanges and it is the best alternative that many traders use to move their assets.
In a single USDT withdrawal transaction on the ethereum network you will need at least almost $ 20 (each exchange has a different value). Are you sure you are wasting your money on it?