This is the way they are supposed to be placed. With this placement, you normally have to move some spaces to move from one marker to the next.
If you later play with the hidden map, the markers are placed when the first player enters the tile. If you enter the tile from north or south, they are placed at the east/west entries, and vice versa.
Was thinking of using "hidden map" next time, and the concept of using "the other exits" sound like a good idea...