apple verification

When I go to apple.com or icloud.com I always have to approve a new sign. When It asks for approval while using mozilla or safari I get the "your apple id is being used to sign in to a new device" on the same device I am signing in with. Shouldn't it only send it to any other device off mine? I also get the same message on my iphone but the number i need to enter is sent to me on my macbook, for signing in with the same macbook which doesn't make sense to me. If anyone can clarify why it does this or if it is normal I would appreciate it.