Why do emails are associated to existing tickets?

It's an expected behavior according the design of the solution. It depends on Message ID

Here the explanation .

In summary : 

When a new email arrives, Zendesk checks the message-ID of the email. If the message-ID matches an existing ticket, the email is added as a comment to that ticket. This happens regardless of the support address the email was sent to. The way Zendesk organizes emails into threads is based on RFC standards. The "In-Reply-To" and "References" lines in the email should have unique values. If one of these lines uses a fixed message-ID or email address, Zendesk will group incoming emails into the same ticket. To ensure that separate tickets are created, avoid deleting all the text from a previous email conversation and resending the email, or simply changing the Reply-To address. Instead, copy the email content into a new email and manually send it to your support address.

To check this from the ticket open the original email and the new one as described here:

To view the header data for both messages, follow these steps: 1. Select the source option for each message. This will allow you to access the raw data of the messages. 2. Once you have selected the source option, the header data will be displayed. This data includes information such as the sender, recipient, date and time of the message, and any other relevant details. By viewing the header data, you can gain more insights into the origin and routing of the messages, which can be useful for troubleshooting or investigating any issues related to the messages.