I don't think it is legal.

"Firstly, you may not be charged a higher price for a ticket because of your nationality or where you are buying the ticket from."

http://europa.eu/youreurope/citizens/travel/passenger-rights...

The thing here is that EU law do not cover the whole world. They do whatever they like over there.

I would assume it only covers EU citizens buying tickets in an EU country from an EU country. A common scenario, but it doesn't help the rest of the world.

If it's within the EU then it is certainly not legal and you can report the airlines to the local authority if you catch them doing it.