And by looking it's coming from my desktop, I mean the tcpdump was run directly on my desktop and I saw the traffic there. So I assume it had to be routed through my desktop unless I am missing something.
You are missing something. You are seeing BGP routing table updates on your network from an AT&T router. You have BGP running on your network somewhere.
That's often true, but not always. For example, if your desktop is connected to an Ethernet hub, you would usually expect to see all traffic from any machine on the hub. (Ethernet switches are a different story.)
Wi-Fi can work the same way, though it sometimes requires an extra step to place your machine's network card into "promiscuous mode" in order to see traffic neither to or from your machine.