Signal still had a single primary device, your phone. What you describe happens when someone installs Signal on a new phone (or reinstalls on the current one).

Linked devices are different. There is no notification when someone adds a new linked device. That's because the only way to add a linked device is to scan a QR code on the device with your phone, then confirm you want to add the device. The device is implicitly trusted, because only a trusted device can add it. (It is also possible to trigger the re-verification from the desktop manually by clicking "reset secure season" in the conversation menu, but that's separate from adding a device.)

Aside: Implicit trust like this is a great trade-off, because otherwise you'd have to verify each of their devices from each of your devices, which means approximately nobody will ever do it. Ask anybody who used Matrix/Element E2EE prior to a couple months ago ;D.