When you create a paragraph style, the New Paragraph Style window has a new checkbox at the bottom left: Add to CC Library. If you uncheck this (it defaults to CHECKED, presumably to foster discovery of the feature), this new style won’t be added automatically.
There’s also a dropdown list of your libraries, which allows you to specify the destination. And since this is new and not entirely self-explanatory, there’s a link “Learn More…” alongside. This link (without warning or asking) opens your default browser and jumps to the Libraries page in the Creative Cloud help system (not InDesign’s help system).
If you’re seeing new styles being copied to whichever library is open, that’s by design, although I’m not sure why. I would have expected that the paragraph style destination library would remain set to whichever choice was made last. You would still have the opportunity to change it in the General tab of the New Para Style dialog box, but you could at least assume that all new styles would go to the same library until you changed it. Outside the dialog box, switching among libraries is a more common event, and I don’t see why that should be expected to change the destination library for new styles.
Fortunately (!) the “Add to CC Library” checkbox IS sticky, and won’t change when you reopen the New Styles dialog.
Allen