I personally wouldn't say it's normal; my AR 4" has been on for almost a year and the car has not acted differently. I have a JB4 (map 2) as well. Mine is a manual transmission, not sure if that is related.
2011 BMW E92 335i, 6MT, M Sport, Le Mans blue - Michelin PSS, Quaife LSD, JRZ RS Pro, JRZ camber plates, Eibach ERS, full M3 susp, custom toe arms, Powergrid end-links, brake ducting, SS brake lines, UUC SSK, ETS FMIC, ER CP, Perf. Exhaust, work by VAC Motorsports in Philly