Yeah, external wallet addresses need to be signed since open beta. Same thing as w/ pocket or other services. It‘s due to Swiss regulation from what I have learned.
Fees are still high for lower volumes. Agree. People try to arbitrage. But that‘s how open markets work. Higher volumes like >1Mio sats are w/ quit reasonable premium if you‘re not in a rush. I usually get something between 2.5-4.0%.
Bisq has still the highest liquidity and therefore the most competitive premium. Still you need a security deposit which is a trade-off for some people. RoboSats is great for LN funds and brings best privacy UX but w/ general lower liquidity.
I actually use all services depending on what I am looking for. I really like that w/ Peach there is another player in the market now.