I don't think this is abnormal. When you go in the menuand press OK at the clean image sensor, youi get into the submenu where you have the following choices: Clean now, or, Clean at startup/shutdown. If you press the clean at startup/shutdown, you then get into another submenu. Now, whatever choices you make when in the submenu, after you press OK, you'll come right aback at the "Clean sensor" top menu.
This is what my D 7000 does. If, after the first submenu, I select "clean sensor now", then I'll see the popup "cleaning sensor" for a little while and then it comes right back at the "clean sensor" menu.
Hope this clears it up for you.