Are you sharing an AppleID? If so, this is the cause of your problem.
If all your devices are sharing a common AppleID for iCloud, you’ll encounter all kinds of issues with unintentional and/or unwanted sharing of sensitive/private information (including Messages).
The Golden Rule: Don’t share an AppleID between users. Each user should have their own AppleID for their own exclusive use - linked to their own primary email (and secondary/recovery email addresses and trusted telephone numbers).
If you are sharing an AppleID, you need to separate your digital identities - and configure one or more new AppleIDs for any other users with whom you are sharing an AppleID:
How to create a new Apple ID – Apple Support
If your objective is to share App purchases, Apple services and subscriptions, you can do so using Apple’s Family Sharing features:
Family Sharing - Apple
Set up Family Sharing – Apple Support
Share App Store, iTunes Store and Apple Books purchases with Family Sharing – Apple Support
https://www.imore.com/how-set-up-family-sharing-iphone-ipad