Localization Section propagation settings, and related entry field setting "Manage relations on a per-site basis"
This is intended behavior – when you first create a new entry, any content you enter will be copied to other sites, up until the point where you either save the entry, or start editing one of the other sites.
If you’re worried about unintended content getting published in other locales, then I’d suggest you set the other sites’ default statuses to disabled, from your section’s settings. Once Craft 3.5 comes out you’ll have another option as well: sections have a new propagation method option which gives entries control over which sites they should be saved to, so the entry won’t exist at all in other sites up until someone explicitly enables the site for the entry.