The worst thing about BTC-E I think, is they charge 0.01 BTC to move BTC out of their exchange!
So that is over $1 to send something that is native to the network (this is not a trade, but a transaction on the network) and that the cost is actually about 0.005 Bitcoin (Or less)
How people are willing to pay a dollar to move Bitcoin out of BTC-E I have no idea. Thats a rip off!
It's an incentive for you to keep your money on the exchange. Not just deposit, trade, withdraw. Your more likely to keep trading if your money on the exchange.