Having had my number transferred across several mobile operators and sim's,
its the operator who holds the answer.  The sim transmits its id to the
network, network checks it against its user database and then transmits your
number back when you request it.  That's briefly how Vodafone explained it
several years ago when I had to buy a PAYG 'phone and use it on monthly
contract.  Unlocked by them and number and service transferred in a few
days.

I wonder if the OP can physically edit the stored number in contacts, that's
what I do on several of my 'phones.