Igor,
No, that is not normal. The UAS (the server receiving the initial INVITE) is required to copy the Record-Route into dialog-forming responses.
From RFC 3261 Section 12.1.1 ("UAS Behavior"):
When a UAS responds to a request with a response that establishes a dialog (such as a 2xx to INVITE), the UAS MUST copy all Record-Route header field values from the request into the response (including the URIs, URI parameters, and any Record-Route header field parameters, whether they are known or unknown to the UAS) and MUST maintain the order of those values.
-- Alex