Yep, normal. I can't see why there would really be any advantage to having the headlight come on prior to engine start. All it would do is drain the battery. One thing to note though, if the engine is started and you turn it off with the kill-switch, the headlight still stay on until you turn the key off. Also, after hitting the kill-switch, if you decide to reengage the starter, the headlight is shutoff momentarily, like you described on your other bikes.
2012 Kawasaki Versys 650 - 20,500 miles
2000 Volvo V70XC 2.4T - 258,000 miles