These types of records which are called Polymorphic, were created by adding it in the Other Relationships section of an entity record. It does not create a new record since they share the same internal ID. This is the reason why if user change the email, phone, etc. on the customer record it also changes it on the vendor record.
If user needs a different email, phone, etc. on the two records, he needs to create a new record instead of creating it via the Other Relationships section.