But anyways will explore to use this option since Exodus cost me a lot of bucks for every transaction.
Not necessarily. But with your own wallet, you select your fees, and that determines how fast your transaction confirms. In fact, with an exchange like Binance, you have two things to wait for. The first, waiting for them to actually execute and broadcast your transaction. The second, waiting for it to confirm. You have no control over the fees they decide to pay to miners. In the past, exchanges have used really low fees (despite charging you high ones). Your keys, your coins, your fees.