It's always done this for me. If I get a call it goes to my macbook pro, my mac mini, my ipad and now that I have an iphone, it goes there as well. You have the same ID signed in at all of them this is how it is going to work....
And why wouldn't you want it to work this way? I never know what device/computer I am going to be near so I would rather they all ring (like old land lines). I would hate for it to ring on my iPad and I am in the basement in front of my mac mini....