Indeed. The main reason why a given bitcoin transaction might be cheaper is because nobody's checking to make sure it's actually legal.
It's the same reason why AirBnB is often cheaper: hosts don't pay business fees and don't follow other regulatory requirements like safety inspections.
Yes, I'd agree that, today, typically nobody is checking to make sure that an Ethereum transaction is legal.
But, it's important to understand that Ethereum is not a replacement for or opponent of KYC, AML, or checking if transactions are legal. Ethereum is a starting point, a base layer. It is necessary to rebuild all kinds of monetary controls into Ethereum's app layer. I support this development. Within 5-10 years all of the traditional controls will become available on various parts of Ethereum -- KYC, ability for government to freeze accounts, etc.
You just reminded me: A friend of a friend who worked at Autodesk told me once that their inter-office "mail" system was international and didn't go through customs.
It's the same reason why AirBnB is often cheaper: hosts don't pay business fees and don't follow other regulatory requirements like safety inspections.