Your system may have a product that automatically extends an allocation to an additional volume. The last place I worked at had one of these products installed; sometimes it seemed to work, sometimes not, so it was rather annoying. For all I knew, it could have been standard SMS.
As NicC said, multi-volume data sets are not directly created through JCL, though you can use JCL to limit the number of volumes. The datasets created by your JCL can extend to a maximum of 5 volumes.
Let me try to clarify NicC's analysis of space allocation; I will use your standard of SPACE=(CYL,(10,5),RLSE).
When the dataset it initially allocated, the system will assign 10 cylinders. This space can be allocated in up to 5 extents, so the actual allocation might be 5 extents of 2 cylinders. The system will not tell you it has allocated the primary space in multiple extents. Your JCL can force the allocation as contiguous space, but you did not specify this option. If your program fills this space, the system will assign additional space in units of 5 cylinders, until the dataset has been assigned 16 extents. If this overflows, or the system can't find 5 contiguous cylinders on the volume, you will either get an x37 ABEND, or the system will extend the dataset to an additional volume. If it extends the data set to an additional volume, the first extent will be 5 cylinders. You can get an x37 ABEND for other reasons, but they are rare. See the description of the IEC030i and IEC031i messages here