That is normal. The Model 3 will do that as well. It is Rollaway Protection, which is generally excellent on Tesla vehicles. Much safer than other vehicles I own, I think (I actually need to check). However, there is a way to “defeat” it. (The topic here.)
If you would like, you can watch the video in the link above, and carefully and safely, in an open area with no obstacles or people, see if you can “defeat” the rollaway protection in the same way (I suspect you will be able to, and to me it would be surprising if you could not - but we have no info on Model S).