Nah, nothing to worry about. My bp does it all the time. The only thing you need to watch out for is how hot the bare glass gets, where the UTH is. Some people raise the UTH to 95 or a 100 to get the substrate hot, but they don't think about when the bp digs through it, and touches that bare glass.
Other than that, you got nothing to worry about. He may be in shed, he may not. It's normal behavior.