You never want to ride big to big or small to small. That crosses the chain and will cause that rubbing sound. So yes, that is normal. This happens worse with triple chain rings. The best habit to get in is to shift from 39 to 53 when the rear cogs are in the third, fourth, or fifth cog.Since I have gotten into that habit, I have not had that problem anymore.
When you have big to big or small to small, you put strain on the chain and have a higher probability of it breaking on you.