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Is it normal for the action to open a bit after each shot? Some people I've shot with think it's dangerous, but others say it's standard functionality.
Yes because the bolt is rotating so it unlocks due to inertia of the fired shell. It assists in moving the slide rearward making cycling the action very smooth and fast. Hence "speed pump".
It is normal. Next time you fire keep rearward pressure on your forestock and you will find cycling in the next round quick. With a little practice you will be able to send 3 loads of shot downrange while your buddy only got 2 out of his 870.