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 335i E92 - Le Mans Blue, 6MT, M Sport. JRZ RS Pro, Quaife LSD, BMW Perf Exhaust