That is how it is meant to work. All of the payment modules that have output will work that way. The only ones that don't are ones that leave the shop, like paypal Standard. I'm sure it is possible to move it to the payment page but I don't suggest doing that. It would alter the core code and may break with a future update or addon installation.
You may want to contact our Paypal rep (details below). If you are in his territory he may be able to waive the $30/month Paypal Pro charge. Just let him know I, Jack York, referred you so he knows to do that.
Account Executive, North America
Email: "Gudino, Rene" <firstname.lastname@example.org>