Its because every bitshares action is done on the blockchain and is part of a block, like when you send bitcoin to somebody, if you want to save costs than just get a lifetime membership and transactions will be something like (0.0000056 bts) wich would be like 1/50th of a cent, and you even get a large part of it back through the vesting system.
This is a system that needs to be in place, these bitshares dont just disappear but go to the treasury used for worker proposals, and this is what it means to be a dex, every action is recorded onto the blockchain and nobody can mess with that.
Bitshares using eos tech will be better for dex can't wait for bitshares 3.0