But I have noticed that some exchanges send transaction with enabled RBF feature. In this case, probably the best idea is to contact that third party to increase the transaction fee
Although this is not exactly what Loyce was talking about but I've never heard of someone complaining about n exchange withdrawal transaction being stuck for too long. Most reputable exchanges process withdrawal transactions in batches and they pay more than enough fee for a fast confirmation.
This is so right, and having RBF feature on an exchange sounds like overbearing and just a bragging feature that it can be used but in fact it's not. Also, i never heard any exchange have it, it might be better mentioning it here.