Since the series is based on the four horsemen of the apocalypse, isn't there supposed to be a fourth game?

Yes, the original plan was for each Horseman to have their own game and then for the final game to bring them all together. Hell, Fury and Strife were originally supposed to share a game as a Co-op experience.  Considering how the 1st game ends, this plan was overly ambitious at best and incredibly foolish otherwise.

There technically is a 4th Darksiders game involving Strife (and Strife makes a brief appearance in Darksiders 3). It's Darksiders Genesis, a Co-op dungeon crawler starring War and Strife.