Can’t make zero TAX rate

I’m facing a problem with setting a zero tax rate for some countries. Regardless that the catalogue prices are set to show including tax, whenever a quote is for 0% tax countries, grand total excluding and including tax are exactly the same and includes tax.

Someone has already similar issue but no answers Issue With Zero Rate Tax so maybe I’ll have more luck.

Here are some screenshots of Magento settings:

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Quote for order with standard 20% TAX:
Quote for order with standard 20% TAX
Quote for order with 0% TAX:
Quote for order with **0% TAX**

Thank you.