All bluetooth audio dongles work like that, from all manufacturers. They'll automatically connect to the first open audio devices they see, so you shouldn't leave the dongle plugged when not used. It is very infuriating when you have a neighbor that plugs their dongle all the time and it constantly connect to your bluetooth headphone the moment you put it to pairing mode.
Just why? I get it if it connects when first powered on or the other device is first detected within range, yet why does it immediately reconnect when I disconnect?
My headphones don't have this behavior, my home Bluetooth speakers (not dongle, speakers themselves have BT) don't do it, my Bluetooth audio enabled TV doesn't do it, then why does the dongle do?