It seems to me not correct that the price of most ERC20 tokens depends on the price of the ether! What do you think?
Not really.
ERC20 tokens are primarily traded using ETH which means that, yes, they are somewhat related to the value of ETH. However, the value of an ERC20 token will really depend on the value that is decided by the market. Take for example some ERC20 tokens in CryptoKitties which are worth 100+ ETH. In that example, the value of the ERC20 cryptokitty token is obviously not related to ETH value but rather to the cuteness or rarity of that token.