Because they ARE coming from you (at least from your account)... this is the account the website is using to send the form to your email and this means that a user visiting your website can send you this email "EVEN" when they don't own an email account themselves.
No you can't legialy change the address to theirs... thats a big no no in most countrys but you can and should have a "contacts" field on your form that allows people to give you a email or phone number so that you can follow up.
p.s. many people make the mistake of trying to force email contacts in their forms and that offen turns people off using them if they MUST tell you the colour of their underware just to contact you about a sales offer or simple question then don't expect to get much feed-back from your forms.