It's because my lightning node doesn't have a channel with outbound capacity to other wallets yet. This means that a payment to those wallets will have to be routed through other nodes, which take fees along the way.

For example, a 1k sat payment to another wallet can easily cost greater than 5%. Larger payments usually have a smaller % fee due to costs being made up of a base fee and a fixed %.

But as I connect to more nodes and build greater capacity, this problem should go away soon.