Probably you changed operator mantaining your old number, the phone reads the phone number directly from SIM card I think so it's possible that the conversion from that phone number to your actual number is made from the operator and not written on the SIM itself; in other word I think the communication from your phone to the operator cell is made with that number which is then converted to your actual number.
By the way this happens to me too, I checked and the number shown under "my phone number" is the same written on the SIM card.