That is not normal behavior.
In all the years I have run this game, on all the computers I have run it on, I have never had that happen before.
Cleanup of the video display, after a program exits, is the responsibility of Windows. If the screen is not being restored, there is a problem with Windows or the various drivers installed.
Now, locking up I can see happening, especially if if you have Norton, McAfee, Kaspersky, or AVG installed. None of those are game friendly and even disabling them does not get rid of the problems that can cause.