Why when I delete something from external hard drive it goes to my Macs trash bin?

"The Trash" is complex illusion built from the combination of Trashes on each connected drive, sometimes including server drives and external drives as well.

MacOS is clever enough not to COPY files into a new folder to obtain this illusion, but generally just sets a few bits and adds the files to a list that indicate an item is "in the Trash" for that drive.

The advantage of this method is that you have one more chance to "Put Back" those items before they are deleted.

1234x wrote:

As above.

And where do you think it should go ....(?)

Delete files and folders on Mac - Apple Support

If the Bin contains recovered files on Mac - Apple Support