Clutch Q

Okay, this is probably a stupid question, but...
While cleaning my chain with bike on centrestand(ZZR250), dropped it into first to warm/dry chain before applying new chain lube. The rear wheel turns with the clutch still fully in.
The Honda Rider (who was making sure I didnt drip crap on his concrete
) says this is not right. Is it? And if not, what should I be doing about it? 
While cleaning my chain with bike on centrestand(ZZR250), dropped it into first to warm/dry chain before applying new chain lube. The rear wheel turns with the clutch still fully in.
The Honda Rider (who was making sure I didnt drip crap on his concrete

