If you're talking about unused threads INSIDE the locknut when you look into the stem hole on the finished job, that's about right.
The stack height given is such that the fork will come about 1-2mm (varies a bit by brand) below the inside top of the locknut. This allows margin for error, and prevents the locknut from bottoming on the top of the fork before it does it's job.
In your case it seems that the maker of the headset predicted that you'd round up for safety, and planned for it.
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