That's not really an impediment in the Zcash case you're mentioning. Upon making a withdrawal to a transparent address, you can immediately do another transfer

That's not really an impediment in the Zcash case you're mentioning. Upon making a withdrawal to a transparent address, you can immediately do another transfer to a shielded address. Some wallet apps explicitly include a feature to automate exactly this ("auto-shielding") [1]. Exchanges don't need to have this limitation, and some others don't have such a limitation. Gemini, to name probably the most prominent example, supports withdrawing to shielded addresses [2]. [1] https://f-droid.org/en/packages/com.nighthawkapps.wallet.android/ [2] https://www.gemini.com/blog/youre-one-step-closer-to-financial-freedom-with-shielded-zec-withdrawals