That's how selenium behaves. You will have to switch to the new window and do your validation.
To do that,
You can first get current window handle using
String currentWindowHandle = driver.getCurrentWindowHandle();
Then,
You can get all window handles. This will give you handles of all open windows.
List<String> windowHandles = driver.getWindowHandles();
Next you can iterate through windowHandles and get window handle of newly opened window handle. Switch to newly opened window and work on it.
for(String windowHandle : windowHandles){
if(!currentWindowHandle.equals(windowHandle))
driver.switchTo().window(windowHandle);
}
Hope that works.