Technically, a direct flight is not a nonstop flight. In the past, "direct" meant single plane, but a stop in a city. Over the years, the airlines have extended this definition to mean a single flight number, even if it means 2 totally different planes.

So now, they all do this. When you booked, there should have been a notation with the flight details that there was 1 stop instead of 0 stops. What booking service/web site did you use?