This is quite normal with most MIG sets, as Autocare says it is probably better to snip it off prior to commencing welding as it can sometimes inhibit a good arc strike.
Some machines send a high pulse of current down the wire for a split second when you take your finger off the trigger which removes this ball and leaves a clean end which doesn't require removal
Most of the time you can just leave it there it will melt when you start a new weld...at least that's how it works for me, if i had to snip it off after each weld i would lose too much time! And that's the only thing i always lack as a production welder....time!