That is normal. The STA must dissassociate from AP 1 before it can reassociate on AP 2. Look at MERU. They have a single channel solution that makes roaming faster and easier. To quote myself in the 70's....Way Cool.
Bryan, I disagree. The disassociation frame will occur after the reassociation response frame. I know that from the STA's perspective a STA cannot be connected to more than one AP at a time, but the transition will occur almost exactly the same time the reassociation response frame is received. If I am wrong I am willing to concede. :)