Is that normal? Instant pet battle cancel due to being harmed?

I was pet battling in Goldshire and some Horde Rogue, who just happens to be in the area everyday, was able to kill me during a pet battle. He kept killing lowbies time and time again and it pisses me off. I tried other areas in the forest around Goldshire, there seems to be Horde up and down the roads on unexpecting times. Back then, Horde was not able to hit you when you were in a pet battle.

Just asking if that is normal to be canceled out immediately in pet battles when attacked?

I could be wrong but I believe this is it was implemented on retail as well.