It isn't caching, it's CDNing. It is just an artefact of CDNs that they act as caches for the original content, and for improved distribution response time they cache to the nearest server from the response. ('Nearest' being an approximate heuristic, it is property of the anycast route tables in the BGP routers the request passes through, it is actually a 'best route'.)
That caching is something you can turn off, at least for every CDN that I have worked with.
The Cache-Control http header has a `private` directive specifically to inform CDNs and similar not to cache the response.