Now don't quote me on this, but as I see it, most staking schemes are simply pyramid schemes. But, on the other hand, much of the entire DeFi is a pyramid scheme as many of the projects don't really contribute anything real but simply try to be the next popular platform, take the money and leave.
Before I go any further you should remember that the value of all tokens is always based on simply supply and demand (except possibly in crowdfunding and stuff like that).
So if you have token X and you tell people to stake it to gain token Y. The pure act of staking shouldn't change the value of X much - a bit of tokens go out of circulation for a while but the supply stays the same. What about Y, will it have value? Well, it will only have value if people want to buy it. So it needs new users into the system who want to buy it (or old users with new assets).
As for your questions: there is typically no exchange involved in staking. Staking simply means that you lock your tokens for a time period. Staking has nothing to do with mining of blocks or transactions.