Why did this person do this?
There is a long list of possible reasons:
- If something is unclear in the paper, it makes sense for the other coauthors to know in case somebody else asks the same question later.
- The author you emailed might not have worked on that part of the paper, and thus is not able to properly address your question.
- Or perhaps they did work on that part of the paper and simply have no idea how to answer you, and are hoping another author will be able to come up with a good response.
- Your question might inspire one of the other authors to come up with a followup idea.
- The other authors may want to know that somebody is reading their paper and is interested enough in it to want to ask a question.
- Perhaps the author you emailed doesn't feel qualified to speak on behalf of the group, or doesn't want to take the chance of misrepresenting the group's opinions.
- The other authors may have requested to be notified about any communication regarding the paper.
- As some other answers (like keshlam's) mentioned, the author you wrote to may simply think it's an interesting question.
And so on...
Is this a scary situation to be in?
No, why would it be scary? I suppose if you feel that way, who am I to tell you your feelings are wrong... but it's a very normal thing.
In fact, as a general rule, any time you email one author of a collaborative paper about that paper, you should expect that your message will be shared with the other authors.