You’re comparing the rating of a device that consumes power with the rating of a device that supplies power.
I like the water analogy.
Volts are comparable to the amount of pressure in a water hose, it is potential energy. Amps are comparable to how fast the water is flowing through the hose. And, the electronic circuit in the hard drive is the hose and it is the size of the hose that resists the flow of water.
Each hard drive is designed differently and with different hardware and circuitry so it has a different size hose (resistance) and requires a different amount of power, known as watts (calculated by Volts x Amps or Pressure x Rate of flow), to perform a certain amount of work (joules).
The molex power adapter uses +5v and +12v as a standard, so all electrical devices are rated at those two voltage levels if they are designed to be powered by a molex plug. Ohms law says that because each hard drive uses the same voltage (pressure), and each hard drive has a different size hose (resistance), the actual rate of flow (Amps) through each hard drive will be different.
If you increase the voltage (pressure) in the circuit, the electrons (water) will be pushed harder through the circuit and the amperage (rate of flow) will increase. If the rate of flow increases too much, the circuit (hose) bursts and the device is damaged.
When your power supply says it is rated at 12v@2500mA, it means it can provide a 12v (pressure) at an amperage (rate of flow) up to 2500mA without depleting the well, so to speak. Attempt to draw any more amperage than this and the voltage has to drop causing the powered device to stop working and/or the power supply to overheat and fail.
I said all of this to explain that the voltage rating between your power supply and hard drives has to match. If it does, electrons will flow through the circuit at a rate that is approximately the amperage rating of the hard drive. As long as the power supply can supply at least that rate of flow of electrons required by the hard drive, everything is good. So the amperage rating on the power supply has to be equal to, or higher, than that of the device being powered.
For this reason, assuming neither device was malfunctioning, your power supply and hard drive is a match. Molex adapters on those external hard drive adapters are pretty cheap and are made of soft plastic. It is very easy to plug them in backwards. Therefore, it is more likely the adapter was plugged in backwards supplying 12v to a 5v rated circuit and causing electrons to flow at a rate that far exceeded the capability of each device and causing one or both to fail.