Two-factor authentication on my Macbook sends a code... to my Macbook??

I feel pretty sure that two-factor isn't supposed to send the code to the same device that is asking for the code. See screenshot, in which signing into iCloud from my Chrome browser 1) demands 2-factor every time and sends me a "new device sign-in" email, and 2) sends the verification code to the very Macbook Pro I'm signing in from.

Both parts of this seem deeply broken. I am not signing in from a new device, but the same one I always sign in from. And, if Apple doesn't recognize the device I'm signing in from, why is it sending the verification to that same device?