This is intentional. The fees are always charged on the base coin, not the quote coin of the market.
Suppose that user 1 is a buyer and user 2 is a seller. Then, the four transactions that you see are:
one tx for removing the base coin from user 1 (fees are charged in this tx)
one tx for adding the base coin to user 2 (fees are charged in this tx)
one tx for removing the quote coin from user 2 (no fees)
one tx for adding the quote coin to user 1 (no fees)
Hope this helps.