Yes, this is normal. AND YOU SHOULD ALWAYS ALWAYS ALWAYS turn the source off last(or maybe even leave it on all the time). When turning the system on, you want to start with the source, and follow the interconnects to the preamp (turn this on now) then follow the interconnects to the amp(and turn it on last). When powering down the system, go in the reverse order, turn off the closest thing to the speakers first (the amp), then follow the interconnects to the next thing (usually the preamp) and turn it off, then follow the interconnects to the next thing (usualy the source, or perhaps a Phono preamp or DAC) and turn it off. Make sure that you always turn the source off last. Mine sounds better if I leave it on all the time, as do lots of others. You dont want something upstream to be turned off while something downstream (think... wattage and current are a river, flowing toward the speakers) is still on. It can ruin your equipment.
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