No its not unsual its let's the boilers pump still have a circuit should the rad TRVS close or get turned off when the boiler reaches its set tempreture and switches off the pump continues to run to reduce the tempreture in the heat exchanger the bypass in the boiler is only a small pipe so not so good works better having a external one fitted , you could try replacing it or even better move it near the boiler personally I would still say your boiler is undersized .