Why are files in the Shared folder automatically copied to other Macs?
This isn't anything specific to the Shared folder, but rather because you're using the clipboard to copy files there.

When you copy something such that it is placed on the clipboard, Universal Clipboard allows those files to be pasted anywhere across any of your devices logged into the same iCloud account, including iOS devices and Macs.

To disable this functionality, disable Handoff in System Preferences → General → Allow Handoff between this Mac and your iCloud devices.

macOS Sierra: Copy and paste across devices