I had a rotary bolt Winchester 1200 pump that would do that also. The funny thing is I remember an article years ago in Guns & Ammo or American Hunter that explained how one could use this feature to one's advantage for fast follow up shots. Actually it was many, many years ago now that I think about it.
Someone can correct me if I am wrong but the majority of the pump action shotguns have a disconnector of some sort in the trigger assembly that hold the action closed when cocked and locked. After the trigger is pulled, the bolt locking part of the trigger group is disengaged allowing inertia to open the breach. By this time your shot string is well downrange. The Mossberg 500 has a rectangular piece of steel that hinges upward and sits behind the bolt holding it closed when cocked and locked. When one pulls the trigger this piece of steel drops down to release the bolt to cycle. I discovered this piece when a 500 I purchased from a pawn shop would NOT lock up when it was cocked and when you fired it the bolt WOULD lock up where you had to hit the release button behind the trigger guard. That is exactly the opposite of how it's supposed to work and probably why it ended up in a pawn shop. It turned out that the little rectangular locking piece appeared to be stamped metal and was a hair longer than spec which prevented it from hinging up and locking behind the bolt. When firing the weapon, the inertia allowed enough slack for that locking piece to ride the recoil up against the back of the bolt thereby locking the action AFTER it was fired. I removed the trigger assembly and removed that extra hair of metal off the end of that piece and problem solved. BTW that was 10 years ago (how time flies) and I've never had any problems with that 500 again. Sorry to be so wordy but if it happened once it can happen again.