Yes, is normal behaviour.
And here is the explanation...
First, there is something called delay binding, or delayed binding as per Wikipedia.
https://en.wikipedia.org/wiki/Delayed_binding
The F5 will wait until it receives the required information, to open a connection to the back-end server.
If at the time it tries to open the connection with the backend server it is down, it closes the connection.
The required information depends on what you have on the virtual server.
If it has just TCP, it will open the TCP connection, and close as soon you press a key.
If it has HTTP as well, it will wait until you send something like (GET /), and close as soon you press the enter.
Try your self, as you can easily see the behaviour.
Anyway, in case you don't believe me, here is the full explanation about that. :P
https://support.f5.com/csp/article/K8082