Yes, this is normal, it's buffered in the front/back buffer, you need to clear back buffer an then flip it.
In Opengl you just need to execute the following code:
glClearColor(0.0f, 0.0f, 0.0f, 1.0f);
glClear (GL_COLOR_BUFFER_BIT | GL_DEPTH_BUFFER_BIT | GL_STENCIL_BUFFER_BIT);
SwapBuffers ( hDC );