Don't think its a bug, but a feature they are testing(?) since they have this whole "war" thing and what not, a competitive CO-OP, but a lot of people have considered this a negative, so I am like 95% sure they will either change it, or at least add a "shared exp" option in the options for people who just want co-op, and want to do everything together and not suffer.
As for right now, keep an eye on your characters when turning in the quests, which is what me and a friend had to do. And they don't have to log out, you can go into "Assign characters" once you hit ESC, and then the person talking and turning in the quest should take control of all 4 characters, then link them. This is important, bc the characters that are LINKED, get the exp, so you also have to LINK them. That is what me and my friend had to do once we noticed this....exp problem.