Yeah, you should be able to crank at as much power as you can muster without any skipping.
There are a couple of possible reasons why your bike is doing this - worn cassette cog and/or chain, wrong cassette lockring, or shifting misaligned due to derailleur hanger alignment, end-point adjustment, or cable tension.

But riding like this makes no sense, no matter how many of your buddies also do it. My 60 year old aunt rides everyewhere in her highest gear, too, and no matter how smart she is, this practice makes no sense.