But why according to schengen rules you can entry any schengen country irrespective of where the visa was issued?

Because the whole point of Schengen is that it has abolished border controls between these countries.

Schengen and EU citizens have the right to travel to other Schengen and EU countries without any restriction.

Most of these countries are also members of the EU, which has abolished customs between its members.

As a result there are no border controls, just a sign by the side of the road when you cross from one country to another.

Therefore once you have a Schengen visa and have entered the Schengen Area, these is nothing to stop you travelling to any other Schengen country. You can go from the Helsinki (Finland) to Lisbon (Portugal) and you wil not encounter a single border post.