I’m sorry but ask any business person and I’m sure they will agree this is bad behaviour.
Often customers order gifts for friends/family and this then becomes the default address AND WITH A DIFFERENT NAME!
It also messes up subscription accounts where you need a consistent delivery address under the customer control.
Finally if you use country based pricing then it can set the price wrong simply because last time they kindly sent a gift to someone overseas.
The correct solution is to allow the customer to choose OR at the very least ask them to confirm if they want a new address to be the default. IT SHOULD NEVER CHANGE IT BY DEFAULT
Sorry for the shouting but we waited NINE years to be able to merge customer accounts and this is the second worst feature that needs to be fixed. Then shopify will be awesome.