Mycelium wallet is known as a "
Hierarchical Deterministic" or "HD" wallet. It doesn't contain just a single private key... it generates multiple private keys, so that you can get a different address every time you deposit. It does this to try and help avoid "
address re-use".
It is perfectly normal behaviour.
Note that you can still reuse an address that it creates, multiple times if you wish... it just isn't recommended for privacy reasons.