Exactly. When Segwit is activated the fees will be smaller. Although the tx needs a byte but that is essential to eliminate third parts of the equation. It is not a wrong way to work.
There is a way to avoid all this, although it is much more complicated. It is the mode of operation of the exchange P2P Bitshares.
You can deposit / withdraw current BTC, but the trading is done in autonomous derivatives, Smartcoins, are backed 1: 1 by real BTC.
These Smartcoins have their own Blockchains and so it is possible to buy and sell without using the blockchain of the actual crypto. You can even use stable price Smartcoins like BitUSD to sell or buy BTC or any crypto. BitUSD guarantees the price through short trades, does not need trusted third parties like USDT, which makes Bitshares a better P2P exchange than Waves.
However in Bitshares you can not acquire P2P BTC with FIAT, - Yes with a Gateway, but there we have a third part. You can only do that with Bisq
If you could do that in Bitshares ... it would be almost perfect, but I do not think they do anything like that, which leaves a wide field to Bisq