I followed directions to delete files from the iCloud using my MacAir. But it deleted from my Mac also. Why?

As per the article Add your Desktop and Documents files to iCloud Drive - Apple Support

When you add your Desktop and Documents to iCloud Drive, all of your files move to iCloud and any new files you create are automatically stored in iCloud too. Then you can find your files on all of your devices.

The iCloud Drive is turned as on Set up iCloud Drive - Apple Support in both Macs and signed in with same Apple ID and password on the same network , the files are synced if you delete file from Mac A the same file will be deleted from Mac B and simultaneously from iCloud.com Delete files in iCloud Drive on iCloud.com - Apple Support