It's not a bug, that's the way it's designed. What's happening is when you give the OK Google or Hey Google command, you're speaking loud enough that both your Pixel 2 and your Google Home are hearing the command. The Google Home has a very sensitive microphone so if both devices are hearing the command, by design, the reply comes from the Google Home which has better audio quality. Otherwise, the reply would come from both your phone and your Google Home which you wouldn't want happening.
If you want the response to come from your phone only, there are several options:
1) Speak softly when giving the command into your phone so that the Google Home can't hear the command.
2) Set the mute button on the Google Home, so it doesn't hear your command (but then it's not going to respond when you want it to unless you un-mute it)
3) Long press the home button on your Pixel 2 to launch Google Assistant only on your phone.
4) Use Active Edge and squeeze the phone to launch Google Assistant only on your phone.