If you're referring to Bitcoin transaction fees, that's not a factor on the exchanges, since the exchange itself holds all coins in its own wallet until you decide to withdraw.
They were probably referring to the fees that exchanges charge.
There are no fees on GDAX unless you're a taker.
That's true, but irrelevant. GDAX takes a fee on every trade. Therefore it's a negative-sum game, not zero.
The casino always wins. True for poker and bitcoin.