No, it absolutely isn't supposed to be like that.
I've never had that issue myself, so I don't know what happened, but I suggest either starting over again, or maybe getting a fresh install of the game.
Edit: Had been a bit since I played, so I completely forgot but!
If you're playing on Hard, the Loan quest isn't canceled upon Prologue completion. You're most likely playing on Hard rather than Normal, which is causing your issue.