That's why I never change with Thai banks, I do it with Transferwise which always gives a better rate. My experiences with Bangkok Bank were terrible. Even Thais say it's the worst bank of all, but if you're happy with it, then fine.
Never had a problem with KK for over 10 years. Had quite a few with BBL and SCB in the previous 6 years though, which is why I moved to KK. Wish I'd done it when I first arrived