Extremely normal. Pets do not log out with you, if they have stuff on them, and will go wild if left out.
They do not "jump to you" if loaded, either, if you log out and log back in, the way unloaded pets do. This is because this is effectively a method where the creature is auto-stabled, then comes back out with you when you log back in. As you can't stable a creature with loaded cargo, the process doesn't work.
There IS an outside chance, if this has happened in the last 6-8 hours, that your pet may still be there in Doom, and the follower count might reset if you find it there, still bonded, and call it to you with a "All Follow" command. Depeding on where you left it, and who might have been there to loot, that even if it went wild, a bag with its contents might still be in there on the ground.