I mean, it's perfectly fair for them to be doing so actually. You won't know how the exchange actually functions unless you're working for them. Simple things like regular consolidations could very well be why they don't usually have to take the funds from their cold storage and reducing the hassle. Liquidity is a huge issue with exchanges dealing with huge volumes, and I have no doubt that only consolidating when the fees are low would have unintended consequences.

IMO, none of us are qualified to dictate how an exchange should function. We don't have any clear understanding of their workflow and can't really dictate how they should conduct their business. If you can't agree with their practices, then probably just shifting away from the exchange would be better.