Normal.
It's the nature of the beast. Front derailleurs are spring-loaded devices, like the hammer of a revolver. When the shifter suddenly releases cable for the large-to-small ring shift, the (stronger) spring in the Ultegra front derailleur slams the cage towards the frame, taking the chain with it. The cage coming to a sudden stop is the noise you hear.
The only way to avoid this is to go back to friction shifting where the rider has complete control over the speed of the cage movement and has, incidentally, an infinite number of trim positions.
