Yeah, it's normal, and it usually ends up getting sucked backward, presumably due to the turbulent airflow in the space between the end of the vehicle and the engine nozzles:

Echostar: https://youtu.be/zEfEBJfD_RE?t=18m23s

JCSAT: https://youtu.be/QZTCEO0gvLo?t=17m38s

CRS-9: https://youtu.be/ThIdCuSsJh8?t=17m45s