Try this: Go to appleid.apple.com, log in with your appleid and password. Now click on the "Account Security" button to see all of the trusted telephones and devices. I have two numbers and 5 devices listed.
You can add or remove devices as you wish. Hardware has to be Apple, but I think the telephone numbers can be anything. I'm not sure because my two numbers are both in an iPhone. Note that two of my trusted devices are NOT phones--one is a Mac Mini, the other is an MBP. I get the codes in Messages on both, plus Notifications when they come it. They are logged into my Apple ID, of course.
Yes, when I get the 2FA code, all of them get the same notification. It sounds like a clock shop at noon, all of those devices sounding off at the same time. But having that many means that I get the code.
The challenge with my wife's iPhone was that she had the phone with her when I tried to do some updating on her Mac. The code went to her phone. I sorted it out after she got home by logging into her appleid account and adding her Mac to the trusted list. Now I can work on her system and the 2FA comes to where I am in addition to her iPhone. Easy fix. I would bet I could even have her 2FA codes come to MY number if I wanted them to.
I have never had Apple change a password on me, never. I can't say why you had that experience, but I can say that I've not had it happen, nor heard of it happening. But I guess something happened on your account that made it look that way.
If you don't like the security from Apple, you don't have to stick with it. But I think you'll find similar schemes in place just about everywhere, eventually.