Imagine you have a motorcycle and you want to travel # you have what it takes( money in this case) but you don't have the fuel but you have what it takes to buy the fuel for your motorcycle to travel from one place to another, do you think that will be possible, it is impossible. So, you have to buy the fuel with the money you have on you and fuel the motorcycle to get to your destination. This is exactly how your situation is to swap USDT to Tron without TRX as the embedded fee.

Trx is the fee you pay to use Tron blockchain, without it, interaction will be difficult to achieve, you can't swap, you can't send but you maybe able to signed with your private; that's the least I think you can do with your wallet and it's not even recoded on the exchange, so it even baseless of this discussion. Get TRX as little as 10, that's enough to make you have a minimum of 4 swap from any of the available liquidity pool you want to swap your USDT.