But I have noticed that some exchanges send transaction with enabled RBF feature.
Which exchanges?
In this case, probably the best idea is to contact that third party to increase the transaction fee or if someone still wants or has to use third party, it's the best to avoid Bitcoin transaction in this case because these exchanges always send with very low fee and instead, one should choose Ripple or Nano or probably Bitcoin cash or Litecoin, depends how limited he is to options.
Which coin is Nano?
Because of low transaction fee, someone should hold altcoin instead?
Exchanges processed bitcoin transaction fast, the huge withdrawal fee demanded for is more than enough to make the exchanges to use high transaction fee.