TOTALLY Normal - You'll experience that on any bike/scooter where the engine has a direct connect to the rear axle.
Basically, you are clamping down on the rear wheel - not allowing it to move or vibrate, even a little. AND pressurizing the brake line, making it much stiffer. When you do that, the vibration from the thumper will vibrate the whole vehicle a bit. Frequency, reverberation, etc of the vibration will change as the whole unit is engaged in the vibration - exhaust not may change as the engine moves differently.