Yeah, you're not being treated right. I was able to put all the utilities into my name and did not pay a deposit or any other kind of fee. Also, my rates for insurance (home & auto) went WAY down once the divorce is final, something I was told is normal.
My experience was that the utility companies went out of their way to help make the situation as seamless as possible. I was open with them all about why this was happening. I didn't have to pay the final bill for many of the utilities, they sent it to my ex because it was his name (or they wrote it off).