The decentralized for exchange idea is a new step. But it has many development problems such as UX and UI that are too sketchy and error-prone. Not only with decentralized for exchange, most dapps have a similar situation. This is a difficult problem for ETH and other blockchain project
That's indeed and it was consuming a lot of fees for each transaction consider any transaction will be directly to the blockchain. But some DEX trying to fix it but the difficult thing is about how to attract the demand for this dex.
Eventually people will be moving to decentralized exchange because the purpose of crypto is to decentralized everything.
The current set up now is not attractive, we've also seen a lot decentralized exchange get's hack or traders got phished on the wrong URL.
It will take time to develop and to satisfied clients but I'm sure one day they can find the best feature that would guarantee safety to users.