What do you mean by way bigger?
The size of the tx in which you received your funds?
Unfortunately with CEX that doesn't matter, they will always charge you a flat fee even if they save a ton while batching, it would be far more interesting if you could tell us the fee in sat/b they've paid for each tx to get confirmed!
Also, since I'm revisiting this topic, there is another thing some do tend to overlook, not the fees from the exchanges.
Let's assume you do your daily DCA for small sums from a good exchange that doesn't really fleece you on withdraws so you pay in the cents range, but you end up with a ton of inputs each worth $10-20, you really need to consolidate all those because if a pump happens and the price goes 3x and you want to take advantage of it you're going to look at a flooded mempool in which you're going to have to spend 100$ to move 30 inputs worth $300. Change 30 inputs with a year for daily DCA so 300+ and it gets way worse!