Yeah, this is normal. Surprised me my first horde night when I quit and then came back to find a bunch of zombies chasing me. Lol.
It really shouldn't do this. It should set a flag when the zombies finish attacking so the game knows not to start an attack when you log in again if you already completed the horde even if the night hasn't ended yet. That said, as you get to later game stages, this doesn't matter as the horde will attack all the way until 4 anyhow.