Sitecore Azure indexing logs in CD server when Indexing is triggered from CM server

We are using Sitecore 8.2 update 3 on Azure Iaas. When we trigger Indexing from Control Panel(obviously from CM server), we see the indexing jobs in the logs of CD server.

Does this mean that the indexing jobs are running in CD server ? Why does it get logged in CD server when the job is triggered from CM server? Is this correct behaviour of sitecore indexing?

Are there any other Jobs which are running in CD for indexing ?

You are experiencing the default behaviour of Sitecore indexing configuration. It made sense to have it like this for Lucene, but for Solr and Azure search it is not only unnecessary it is actually harmful and will cause indexing issues. I'd recommend patching your config similar to below. I've included default Sitecore 9.0 / 9.1 indexes here but Sitecore 8 is a bit different, and if you have any extra configs you should patch them similarly. Also I've assumed that you have the sitecore config roles module installed if you are on Sitecore 8.

<?xml version="1.0" encoding="utf-8" ?>
<configuration xmlns:patch="http://www.sitecore.net/xmlconfig/" xmlns:search="http://www.sitecore.net/xmlconfig/search/" xmlns:role="http://www.sitecore.net/xmlconfig/role/" >
<sitecore role:require="Standalone or ContentManagement or ContentDelivery">
<contentSearch>
<configuration>
<!-- CD should not update indexes -->
<index id="sitecore_web_index">
<strategy role:require="Standalone OR ContentManagement" ref="contentSearch/indexConfigurations/indexUpdateStrategies/onPublishEndAsync"  />
</strategies>
</index>
<index id="sitecore_marketing_asset_index_web">
<strategy role:require="Standalone OR ContentManagement" ref="contentSearch/indexConfigurations/indexUpdateStrategies/onPublishEndAsyncSingleInstance"  />
</strategies>
</index>
<index id="sitecore_marketingdefinitions_web">
<strategy role:require="Standalone OR ContentManagement" ref="contentSearch/indexConfigurations/indexUpdateStrategies/onPublishEndAsyncSingleInstance"  />
</strategies>
</index>
<index id="sitecore_fxm_web_index">