Why did I get a new bitcoin address when I sent funds, and why was all of my bitcoin deposited to that new address?

This is the way that bitcoin handles "change." One way to think about this is to imagine paying $100 for an $80 product. The return address will receive the change. This is normal and actually improves UTXO security.

You can also verify this new address on your devices to verify it does indeed belong to your multisig quorum.

You can read more about change addresses in this bitcoin Stack Exchange article.