Clients automatically (unexpectedly) connected to new Airport Express

I consider myself a pretty informed network guru but am baffled by a brand new Airport Express I purchased.

Using my iPhone, I setup my own network and password using WPA2 Personal security. I then went into my wife's iPhone and my iPad Wifi settings and they automatically connected to this newly created network without me selecting the network name and without prompting me for the security key. The network name I created for the Airport is not the same as my previous wireless signal and the name has never been saved into these devices before. All 3 of these devices are using the same iTunes account login, but not sure if that's a factor in this scenario.

This worries me since I don't want the potential for neighbors to be able to connect to my Airport in this same way.

Here is my before and after setup if it helps:
Before: Cable modem ----> Netgear wireless router w/ secured wireless signal on
After: Cable modem ----> Netgear wireless router w/ wireless signal OFF ----> hardwired to Airport Express w/ secured wireless signal on

I'm not able to duplicate this again by forgetting this network, but I know for a fact that I didn't select the name or enter a security key the first time they connected.

Anyone have any ideas on how my wife's iPhone and iPad automatically connected to the Airports secure network?