You were loaded into an ongoing strike (The Corrupted) that your two teammates (That you got matched with post-Pyramidion) were currently active on. Their third player left which opened a spot for you. Since they had decided to backtrack from spawn at the beginning of the strike and load into the Well, this resulted in you spawning in at the Well with them.
It spawns you with your squad-members in whatever instanced zone they are in. Normally this would be in the strike but in this case it was the Blind Well, which is a separately instanced playable zone.