Agreed. We don't need to give so much fees to the services that do the conversion process anyways 
They aren't telling you to avoid leaving your Bitcoin on a exchange because of transactions fees, in fact you will have to pay a little fee for transaction on any platform.The reason why you shouldn't leave your fund on an exchange is because of the fact that you aren't in full control of your funds on an exchange and if you are following the news many exchange are target for hackers and this could affect you.