if it's just about connectivity then yes, that should be normal, a OS should only switch the default interface _iff_ the interface it switches to is up and ready.

Idk. about desktop Linux, but my phone does the (WLAN -> Mobile) switch just fine.

If it's about _not reconnecting_ (e.g. which for many apps might require some manual pause/resume of streamed data or similar), then things are more complex as you can't keep your IP, so it then depends on weather the application uses HTTP3/Quick or similar protocols in implementations which are designed to be able to freely roll over to different IP addresses.

So both yes and no :)