There’s nothing we mere mortals can do, unfortunately. @manton has to implement support for merging these sources into one entry on the timeline. He goes into some details in this thread.
As to why anyone would follow your website’s feed instead of your Micro.blog account, it could definitely be that they want to avoid seeing your replies. But equally probably, I would say, is that it’s just a mistake. Searching for your name on Micro.blog will show both options, and it’s easy to click the “wrong” one.