Making it easier for the customer to withdraw his funds works against the exchange interests. Their interest is that you will keep the funds on the exchange as long as possible, so that they can have control over more funds.
It’s true that as a customer, you have opposing agenda. You want to leave the funds ( ideally ) on your hardware device and move it to the exchange only when the transaction is going to take place. The fact that other exchanges supports that is a great incentive for them, as it would render their platform as inferior compared to the competition.
I think that it’s great that you’ve approached them as a consumer. Making more consumer-grade requests might help them to provide support for aUSDt.