hmmmm, yeah that sounds off
controller issues are always a little tricky; i'm not familiar with DS4Windows and how it presents the inputs. The keyboard and gamepad are always 'active', and arrow keys always do directional inputs, so if it's inputting the controls as both a controller and keyboard, that could cause the double input.
there is an option to change which 'controller' the game is listening to that maybe(?) might get it to only listen to one of the inputs. it's in the 'controller remapping' menu