Shimano 105 front derailleur has some “extra shift” after shifting to small cog
Ben, congratulations on your new bike!

Yes the behavior is normal. The large cog should have a similar setting, i.e. if you don't shift all the way to the small ring, but just click gently, it should move into an intermediate position as well.

This is called "trimming" and is important to allow the chain to access all rear cogs without scratching on the derailleur. The trim position which you access with the extra click is suitable if you are running a lower gear at the back.