Not normal but expected when there's a shutoff fault somewhere.
For sure it's the governor not getting a proper shut off (of fuel) since
diesel only needs
fuel to run (air comes in anyway).
I'd check all the cabling (with manual stop) or solenoid (with
electrical stop via governor) depending what type of stop your engine has. Not familiar with Westerbakes but shouldn't be hard to diagnose them since they are both simple systems on most
marine diesels.
Usually it's just one simple lever on the governor (that's usually seated/integrated on the
diesel fuel pump accordingly) that cuts off
fuel, Wether it's manually or electrically (solenoid) operated. See if that lever moves all the way during the shutoff operation should be your starting point on diagnosing.
I.e. in an
emergency I can simply force-stop my diesel with my own hand by pushing that governor fuel cut lever all the way in for a second in case solenoid or something else ever gets faulty.