Pharmacy keeps swapping my Wegovy for compound without telling me — is this legal??

Picked up my Wegovy refill yesterday. Got home, opened the box, it's a vial labeled "semaglutide compounded" from a place I've never heard of. No phone call, no warning. I called the pharmacy and they said "oh we substitute when there's a shortage."

My insurance was billed for the brand. Has anyone else had this happen? Pretty sure this isn't allowed but I want to make sure before I call my insurance.