If the Betfury team uses trx smart contracts, they should add more information about it to the withdrawal window. At least it would help other users avoid such unpleasant situations when withdrawing funds to other sites. By the way, have you tried contacting support on that site? It seems to me that they can return the funds to you, but it will most likely take a long time.
There was no mention of the amount if it's a big amount they should try to contact support and try to recover, but this is a lesson to everyone to make a test first before sending a huge amount especially on Trx, Tron has very cheap fees so it's not a waste of transaction fee if you are going to test the wallet first especially if you are sending it to a third party.
That last part of your statement is very useful, it will avoid losing your funds, it's true that the transaction fee using trx chain is very cheap you can test it using small amount before depositing huge funds, lesson and also to be aware others not to do the same mistake, Betfury would be aware after reading comments about this concern and may adjust immediately if they can place additional information about this matter..