The way the camera changes the amount of light for HDR is through shutter speed, so to get that last over-exposed shot it needs to hold it open longer. Try bringing the EV values closer together, like o,-1,+1, then the shutter speeds would be less obviously apart, like, 50th,100th,25th. Doesnt sound like you have a problem, my 60d does the same thing with AEB, but I have to add them into an HDR image myself later :-P id die for a 5dIII!or II for that matter