You can choose a wallet when you register, it requires only email and password + Captcha. That's all. Nowhere you find info that you need to change your address.
That is weird indeed. Last time I used it (years ago), it asked for your address instantly, and that address was used to log in.
The FAQ says:
You should ensure that the correct withdrawal address is specified in the PROFILE page before requesting a payment or enabling auto-withdraw.
And although it is common sense that you can't withdraw to your own address if you never entered it, it's also something you can easily forget if you come back to the site after a while, and see an address already.
But I see no wrongdoing: I've created a new account to test it, and the default profile address is also the deposit address. So I assume OP's withdrawal was credited again to his own account (minus fees).