Please note, if you set "eBay and Magento" or "Magento" Tax Source the tax of Magento Order is calculated basing on Magento Tax settings (if no settings are specified on eBay in the case of "eBay and Magento").
If Catalog Prices are set Excluding VAT, the VAT will be added to the price when creating Magento order (according to the Tax Rules).
You can change Price Source to "eBay" and Magento order will be created basing only on eBay tax settings. If no tax is specified on eBay, no tax will be displayed in Magento order.
If you use "eBay and Magento" Tax Source, you should either specify tax for eBay prices or set appropriate settings in the Magento Configuration.