Yes that's expected behaviour. It's weird, I know... The reason is that programming the entire Flash memory (8MB) via virtual serial port takes a few minutes and someone would need to hold the power button down all the time (while in programming mode, CPU cannot keep the voltage regulator's "enable" line up). There is a diode that switches the regulator on when a voltage is detected on USB port. As Glo normally does not have this port accessible at all, this is not an issue, but in your case of DIY kit it may be annoying. Possible workaround is to keep the (+) button pressed while plugging in USB cable, that will switch it to firmware update mode instead. I think you could also desolder the culprit diode but from top of my head I am not entirely sure if that will cause another side-effect, would need to check the schematics.