Yes, that is correct. All payments must go through Upwork.
All payments incur the same fees.
It is always like this on Upwork.
Upwork takes a standard percentage fee of any money coming into your account.
Otherwise, some wisecrackers would just get paid zero from their clients and get lots of bonus payments.
It's not your fault. It's the fault of the naughty people who would abuse the system if a loophole was left open.
Even expense reimbursements incur the same fee. 🙂