Jquery AJAX response showed on "new" page

Jquery AJAX response showed on "new" page

Hi guys!
It's the first time that I come across something like this so I would like to hear from you if this make any sense:

I get all the ads of my site using AJAX calls with jquery. It seems that if you navigate to a different page interrupting an ajax request the response is showed in the new page.

Let's try to explain this better wit this time line

1) User Navigates to Page1.
2) Page1 requests an ad to the server using ajax/jquery.
3) User navigates to Page2 clicking a link on Page1 (before the response to the ad of the step 2 is sent).
4) Server response the request to the ad and it's showed on the current page (Page2).

It's very weird and for me make no sense at all, but according empirical tests seems to be happening something like this.

What do you think?
Thanks!