Hey Tristram,
No that definitely isn't expected behavior. The WEBGUI should do the same as the SAP PC GUI.
At least that's how ours works. We've been on versions 7.31 and 7.40 for our various abap systems, and I've never seen the behavior you are talking about. Also, when we were on 7.02 I never noticed the webgui perform like that.
What versions are you running? that would help to know that. and screenshots showing every you described.
NICK