Following a bit on what Jeffrey Evans said, you must remember that your data points define an area that's called convex hull. It is the (convex) polygon of minimum area that contains your data points.
Values of locations inside that polygon can be estimated by interpolation (kriging, splines, IDW, etc). Outside that polygon you don't have interpolation, but extrapolation, and you can't be sure of the validity of values in the extrapolation zone, because the algorithms usually go crazy there (since there are no points around to constrain the function).
So you have 4 transects, and they define a rectangle (your convex hull) and your kriging interpolator is honoring the convex hull. I'm not much an ArcGIS person but maybe (maybe) there's an option somewhere that will turn off this, but in any case, I would advise against present any map with extrapolated data (quite often people just want to do it because the grid/contours fill all the map area and it looks nicer).