Hi Hisham.
I understand. I did a test and can confirm that what you are seeing is happening also on our system. It does seem off to me.
With a Direct Transfer, the Caller ID shows: [External Caller ID] "transfer from" [Internal User ID]. Additionally, in the Call Log on the Web Portal you can see a line that shows the External Call ID going to the Transferee.
With a Warm Transfer, the Caller ID shows just the name of the Internal User ID (Transferrer), and in the Call Log, it just looks like an internal call.
I would definitely suggest that you log a Support Request for this at https://zoom.us/feed
I hope that helps!
Craig