That is the intended behavior for 2 iPhone (or any device) that use the same Apple ID. They are not meant to be independent and the purpose is to you can start an action on one device and continue it on the other. The same is true for phone calls, you can get a call and one device and choose to call, message, or email them from the other device. If you want 2 independent phones, then you need 2 independent Apple ID's.
The Apple ID is supposed to be for a single person and if you are using the same Apple ID for different people, then you may run into more trouble than simply having the same call log. The link that Limnos provided explains it very well and is what Apple recommends. Using it any other way, that link will tell you what you can expect can happen.