Why does java put the same object this value, when we write like this code?

No, you don't understand what is going on.
a1 and a2 aren't "the same object" they are primitives: they aren't stored in objects on the heap, they are stored on the stack directly, and are no related.
When you assign a value to a primitive, it affects that variable only, not any others.
The == operator knows this, and compares the content not a reference. Follorw teh link I gave you and read that!

No, it doesn't. *It's a primitive*

Let's try an experiment to see what would happen if your were right, and I was wrong.
I give you 4 apples, and I then give you 4 bananas.
The two counts are the same, yes?

But ... if you eat one apple, does that affect the number of bananas?
Of course not: that would be silly!

Now let's change the names of your variables to reflect this:

Integer noApples = 4;
Integer noBananas=noApples;

If you eat an apple, we reduce the number of apples you are holding:

noApples--;

How many bananas are you holding?
Print them using System.out.println and you will see:

System.out.println(noApples == noBananas);
System.out.println(noApples);
System.out.println(noBananas);

Did you get what I said, or what you said?
Because if assigning an Integer to another Integer copied a reference, then the number of bananas will remain the same as the number of apples.

But that isn't what you get, is it:

false
3
4

And that's because Integer is a primitive: when you use it you get a copy of the value, not a reference to it. And if you think about it, there is no other sensible way it can work!