You are correct. Maybe I should have used the following example:
Fee in BTC: 250 bytes×20 satoshis/byte=5000 satoshis=0.00005 BTC.
Fee in USD (assuming 1 BTC = $30,000): 0.00005 BTC×30,000 USD/BTC=1.5 USD.
vs.
Fee in BTC: 250 bytes×40 satoshis/byte=10000 satoshis=0.0001 BTC.
Fee in USD (assuming 1 BTC = $200,000): 0.0001 BTC×200,000 USD/BTC=20 USD.
Using your 1000
BTC example in OP, do you really care about $18.5 more free when your $30 mil investment has turned into $200 million?
But kidding aside this is a matter of pros and cons and also your objectives.
Moving coins to a CEX while fees are low will help you pay less sats but you are taking additional risks from being hacked to the exchange running away.
It is also affected by your objective.
As a regular trader you should already have coins on exchange and actively trading. It should not be a matter of "deposit if price goes up".
As a long term investor you should have made enough profit to not care about higher fees. And not being a trader in this scenario means you shouldn't take those risks.