The companies found themselves under investigation for possible criminal activities after state inspections showed that they had failed to issue fiscal receipts and keep records for travel tickets sold.
Their financial data are now being probed by the police. If the investigation confirms suspicions that the agencies lured their clients to Belgium in search of asylum, they will face criminal charges, police said.
Local media speculate that some of the suspected agencies cooperated with companies from the south of Serbia in transporting Serbian asylum seekers as well.
At the end of last month Brussels sounded an alarm bell after registering more than 400 asylum seekers from Macedonia and a similar number from Serbia. The figure was double the total number of applications filed during all of 2009, the authorities in Belgium reported.
Sweden and Switzerland reported similar problems shortly thereafter. The European countries said that they do not issue asylum for economic reasons and started sending the asylum seekers back.
Skopje and Belgrade reported that the asylum seekers mainly originated from several impoverished rural regions in the countries and that most are ethnic Albanians and Roma people.
Authorities suspect that travel agencies caused the large immigration wave by spreading false information that Belgium offers easy access to asylum.
Some reports indicated that even Macedonian police officers are suspected to have participated in the scheme.
Macedonians and Serbians, together with Montenegrin citizens, were granted visa free travel in the Schengen zone countries in December 2009.
Belgian PM Yves Leterme, who visited the Balkan region last week, said that his country does not regret agreeing to lift visas for these states but noted that the union will now probably be more careful when the time comes for the next wave of countries to have visas scrapped, namely, Albania, Bosnia and Kosovo.
Leterme said that the number of newly registered asylum seekers has decreased significantly in recent days.
For more on this story, please see Balkan Insight's analysis: One-Way Tickets to a Belgian Promised LandBoth communities in Kosovo blame politics for the trial of Fatmir Limaj - though from diametrically opposing points of view.