Ok, very good chance you host has a client who has signed up with the domain as xxx.mydomain.com.
Most times a host will pick up on this and prevent it from happening, however in an automated smaller (or less observant) host example the account may be overlooked.
Have you done a ping on both addresses and determined if there is two different IP addresses. If they are the same, the two sites are hosted on the same server, if they are different there is either something in your domain config (Host Records) or there is something in cPanel DNS (if you are using it)
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