Over the years it has become more difficult to find places that refill propane tanks. The cost of equipment and regulations make exchanges more attractive. In addition places doing refills need a trained individual who is available to leave the store or gas station for a relatively low profit service.
Nearby exchanges make it even more difficult. Exchanges appear to have good prices partly because exchange tanks are filled to 15# rather than 20#. In my area there is another big issue with exchanges but the casual customer rarely notices. Tanks are typically out of date often by many years and they are not marked as recertified. No one will fill them later on. A also had a couple of cases where the tanks leaked.