This is expected, as nn.DataParallel will use this GPU (the default device) to store the model and create the copies of the model before copying them to the other specified devices.
This blog post explains the workflow in detail.
Note that this communication overhead (scattering/gathering the data from/to the default device) is also the reason why we recommend to use DistributedDataParallel with a single process per GPU for the best performance.