all mine do this. I've never thought anymore of it.
The way I build my shocks is:
to put the piston half in.
fill the shock up.
pull the piston down.
fill up 90%. move the piston up and down a couple of times to remove bubbles and top up to 105% so there's a big dome on top. don't let the piston break the oil surface obviously
remove the screw in the cap and fit it to the shock.
slowly push in the shock and watch the oil come out the hole.
When the shock is all the way compressed pop the tiny screw in.
zero rebound and it pulls back in ever so slightly when pulled out. never get any bubbles this way. if you aren't running boots on the shocks remember to fit the little rubber 'washer' as per manual