Perfectly normal.
When you press hard on the accelerator pedal as you describe, the DSG will kick down to the next lowest gear when you’re in driving in ‘auto‘ mode, hence why the engine revs increase and the engine note increases. You would normally do this to get the DSG to select the next lowest gear when you require a short burst of additional acceleration to carry out a manoeuvre such as overtaking a slower moving vehicle. Once you’ve accelerated to your desired higher speed the DSG will change up to the higher gear you were originally in. What the DSG is doing is no different really to what you would do in a car with manual transmission when you’d physically change down a gear when you need a short burst of acceleration and then you change back up to the previously selected (higher) gear.
If you have a gear change indicator on your car’s instrument display (presumably you do), when your DSG kicks down, you’ll see that it shows the
lower gear selection. If you want to gradually increase your speed rather than have the DSG kicking down a gear, then you’ll need to apply more gentle pressure to the accelerator pedal.