I know this is an old post, but, Yes this is normal for all Ford products, but this was extremely aggravating to me so I did something about it:
I spent 4 hours MAKING a "unlock in PARK" switch in my 2016 center console shift F-150 first, then did it in my wife's 17 Explorer. For those of you that will say I can change this in the driver info center, you're wrong. Ford does not have an Unlock when shifted into park function when the engine is running. I had to put a wire on the inside of part of the shift lever & hook it to ground since the inside shift hardware is all plastic. then I put another wire on the hardware on the side where the first wire slides across & hooked that to the negative trigger door unlock wire. It works perfectly. Sometimes it’s the little things that make the biggest difference.