Depends on what exchange you are referring to here.
A lot of exchanges have updated their fees with the reduction in the average network fee paid to gain a confirmation. But some others have either reduced by not enough(like binance which only reduced 0.0005 BTC per withdrawal) or just not at all.
In that case, depending on the amount you're being charged as well as the amount that you hould on the exchange, it may be a good idea to first convert the bitcoin to altcoins with low fees and low spreads such as doge before withdrawing.
That method doesn't work on exchanges with high spreads, or high fees, however.