This is a new behavior, but I just did a random normal dungeon, leaving from my house in Auridon. After the dungeon was complete, I was at Morthal Wayshrine in Western Skyrim.
Normally when I complete dungeons, I'm still in my house afterward so I'm not sure what's going on, or how I ended up in Western Skyrim afterward.
Similarly, on a different character, I queued in the same house in Auridon and ended up in Vivec City when the dungeon was completed.
Not sure what has changed. Minor annoyance, but any annoyance is... annoying.