Yes it is common especially on very small machines.
The cutting forces tend to push the workpiece and cutting tool in oppsite directions to each other .
Provided the tool is not digging in on the reverse pass i would not worry too much about it .
There are other factors to consider such as how much the work piece is sticking out of the chuck , the more stick out the less ridgid the more flex & what material you are cutting etc
The easy way is to not worry about the return or spring cut on roughing cuts but only machine in one direction on finishing cuts then retract the cross slide (after noting or zeroing the setting on the dial or dro) and return the carriage to the start position ready for the next pass .
When i get to around .005 in or 0.1 mm above finish size i usually take a spring cut or two ,after zeroing the cross feed dial or dro ( digital readout ) i retract the cross slide 1 turn of the feed handle , return to the start of the cut , return the dial or dro to zero by feeding back in the 1 turn i wound out and run a pass this gets rid if any flex or springing of the workpiece and machine and usually gets me very close to finish size.
You will learn with experience where to stop your roughing cuts an it may be as much as .010 inch above finish size as the ridgidity of the workpiece will vary with diameter and how far it is sticking out of the chuck.
The compact lathe by Stan Bray & lathe work a complete course by Harold Hall are two books i would recommend and you could try youtube there may be some stuff on there about the Sherline but you may only find people showing off their modifications. Most of the stuff on youtube is with much larger more ridgid machines so the return cut is less of an issue .
Hope this helps !
Ian