This is normal. What happens is that when the fixtures is first turned on a halogen lamp (usually 500w) comes on before the main light fires up. It serves another purpose. If the power is interrupted the halogen lamp comes on while the MH cools down before re-striking again. They're called stand-by lamps.
I have seen a few areas using those stand-by lamps:
Brazil (I used to have a pic of the light. My computer's HDD bit the bullet so I lost the files.
)
High-bay (It's on.)
Recessed (Below the lamp.)
Parking lot light (Upper right of the pic. (Missing cuz the merc lamp is reliable. Dunno why no one caught on that.
)
Those things are more common than you might think. (Know of a few others that I will take a pic of them later on.)
Strange thing! While I was walking around the area exploring. I found an electrical supply store. (100% electrical) The stores sells HID fixtures of all kinds. (No cobrahead or NEMA.) Even sells ballast kits, (Didn't check the price.) The brand I found there is also Atlas Lighting. (It's true!)