Can attach a sample work book or image to get better understanding of issue
I have done so.
I am not sure about why the weird behavior. Maybe someone else has an explanation. But when I change the stepped colors to 3 steps it works as expected.
It's recomputing the color scale for each Column uniquely. Since each of the 4 Columns has a different MIN and MAX, you get a different gradient. (Even though the Color Legend does not make this obvious.)
That's the why. I am still trying to think of a solution for forcing it to be self-consistent throughout.