Nope...mine do the same thing.
I believe it's a safety design, in that it prevents someone from gaining entry from the other doors where you're not likely to notice.
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car