This is because all of the devices are signed to one single Apple ID and your iPhone is set to share location from. To test this you an open the Find My App and tap on Me (Bottom Right) and you will see that My Location is set to This Device. If you use one of your other devices and set the My Location option to that device then everyone will see the location from that device. All this is happening because the devices are sharing one Apple ID. If you want to keep things the way they are then the only way that you can check yours and other devices' locations by choosing the Devices (Bottom Middle) tab and then tap on the device to see its individual location.
The best way to setup iPhones in a family is by setting SEPARATE Apple IDs for each member of the family and then using ➔ Family Sharing features. This way all of you will stop overlapping data such as Texts, contacts etc.
Axel F.