It is a normal behaviour.

The mahjong levels generation algorithm makes sure that at least one solution exists. But other solutions leading to blocked board exist too. This is the way you associate tiles that can make such cases.

Knowing that 4 copies of each tile is on the board at the beginning of the level, how to select two identical tiles when three of them can be removed at some point? 
The choice is not always straightforward. You must think about the consequences of each association you made and sometimes just wait until the fourth tile can be selected too. This makes the choice less hasardous.