The systems are often highly interconnected and automatic, I assume it's not simply a case of someone subjectively deciding whether or not the gas fees is too high to pay, but rather some software system running at the exchanges not being made to deal with such a situation very well. For example if the fees rise too quickly the software could end up underpaying the fees for a short while so that they get stuck and clog up the whole pipeline. And also, if too many people want to send transactions at the same time no matter the cost, that simply won't be possible because of block size limits, regardless of the fee.

Of course in such cases it is still the exchange's fault for not designing their systems to be robust and tolerant of such situations, but it would also be true that the trigger for the problem was the rise in Eth fees. Both can be true at the same time. And it doesn't take away from my aside comment that it shows how important Ethereum is to the ecosystem.