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Using a new address each time you send / receive $BTC is a security feature used to limit blockchain analysis.
Embrace it, it is there to assist your anonymity. Functionally you can use the same address multiple times, but if you wish to reduce chain and signal analysis, this is a good thing.
What’ll really blow your mind is Whirlpool / CoinJoin. These mix your coins anonymously with other users in pools to prevent tracking.
Your hardware wallet only contains your private keys, everything else is on-chain, although different wallets can also store addresses / balances / public keys etc…