is this going to be some sort of "normal" thing ?
If you hold the power button a bit longer, it should start in record mode.
Unfortunately, this is an unavoidable byproduct of how CHDK starts. What happens is the camera boots, then reboots using CHDK. When it does this, the information about which button was used to start the camera (play or power) is lost.
While you can make the code so that it always starts in record mode, we don't do that for CHDK because someone pressing play might not expect the lens to extend. This could damage the camera if it was somewhere without room to open. We can't make starting in record or play a user option, because the information is needed before the OS is loaded enough to read the config file.