Why do Apple ID verification codes ONLY arrive on my secondary phone?

[Dx3me]

I have activated 2 step verification on my iPhone 5S...

Every now and then, when I log in to certain Apple services, for security reasons Apple sends me a verification code.
That's all fine, since I do like that extra security layer.

- However I'm really wondering why that code never reaches my primary iPhone 5S (running 8.1)??
I registered my dad's LG Nexus 4 as a secondary backup phone, and that one DOES get the security code...

Does anyone else have issues with receiving security codes??
Why does it never reach my primary iPhone, and only my secondary backup phone (my dad's in this case)?

 

[Ledsteplin]

Did you include all SMS phone numbers when you set up 2 step verification? You might read this over:
http://support.apple.com/kb/ht5570


Sent from my ancient but trustworthy iPhone 5.

 

[BreakingKayfabe]

Is your primary phone verified and come out as an option?

I have an SMS number, my 6 Plus, and iPad Mini verified and whenever I need a verification code those 3 options always show up so I can choose from either of the three.

A little off-topic. I think it's useless to allow the same device that you're using to receive the verification code. Someone gets into your phone and knows your Apple ID password. They can just get the code on the very same device they got their hands on.