Using an individual random MAC for each new WLAN setup should not cause your router to identify a new device each time it connects.
I am using Fritz router to manage my internet and wlan connections at home, and my iPhones (i have some testing equipment here aside from my regular one) and iPads aren't recognized as new devices upon each reconnect, I can even tell my router to assign them the same IP address every time or fix the interface id part of the assigned ipv6 address to a specific value and assign them routable ipv6 hostnames and domains on dynv6.com. Like I can do with all the devices in my home network. Access control to the WLAN can be MAC-based still, denying connections to unknown WLAN MAC addresses or requiring them to be approved.
As described, the MAC used by the WLAN adapter to attach to a WLAN is fixed by WLAN - once the connection is established for the first time, the iPhone will stick to the selected MAC address in this WLAN furtheron. Why should a router identify this as a new device every time? There is something odd in a router that does. And false alerts are a security flaw of its own kind.