Is it normal that I can valide my identity by receiving the code on the device that I have to validate on ?

I have a new iPhone (replacement in Apple Store), and for my first purchase with this device, I have to validate my identity with a security code send on trusted device. Still logical

I have set 3 trust devices (my iPhone, my iPad, my MBA) and my wife's SMS number.

But when I have to choose a device to send to the validation code, I can also choose the iPhone on which I have to ensure my identity.

I made it, and it worked.

Sure, it is convenient, but I would prefer that I cannot have the availability to select this device, and inevitably another one.

Perhaps, you will tell me to select only my wife's SMS number, but I don't want to, and still want to have also my other devices.

I hope that I am clear enough in my questioning, and waiting for your opinion