Yes, this is normal. In fact, your experiences prove out the design intent.
Having the motor "always connected" to the arm reduces mechanical complexity - less mechanisms inside to do things like engage and disengage the drivetrain reduce the opportunity for things to fail in a way that leaves the control system vulnerable in some way (the shear screw acts as the ultimate mechanical backup and will yield if something catastrophic has happened inside the servo).
The trade-off for this design is the drag on the ground, but, as you've both proven out in your own experiences - you can't tell once air loads are acting on the control surface.