When you use OneDrive to sync a device, that will sync the Desktop, Documents and Pictures folders by default, and if you use the same Microsoft account on both devices, then OneDrive syncs your files from the cloud between the two devices so you have access to your files on both devices.
The only way to stop OneDrive syncing your files between the two devices is to either use a different Microsoft account on each device or disable OneDrive on one of the devices.