Yes, the sending of the email to the sender is by design. In normal operation Email Users will lump a bunch of recipient email addresses into the BCC field to minimize the number of email messages actually sent.
There are some settings to control how many users (BCC Limit) because some hosting providers limit the number of email addresses which can be sent to at one time. Email Users will divide up the recipients based on the BCC Limit setting and send the the minimum number of emails it can to reach all recipients.
For example – if you have 257 target recipients and a BCC Limit of 50, Email Users will send 6 email messages (1-50, 51-100, 101-150, 151-200, 201-250, 251-257) and for each mail sent, the sender will also receive a copy of the message. Why? Because a lot of hosting providers disallow an empty TO mail header. We need something in it so the sender’s address is the logical choice.
Now technically you could get around this default behavior by using the mailusers_manipulate_headers filter and changing the TO header but I would only do that IF you know for sure your hosting provider allows an empty TO field.
If you’re using wpMandrill already, I would look at the example integration file supplied with Email Users – it shows how to manipulate the headers so wpMandrill is happy with them. This subject came up fairly recently so I added this example. The detailed explanation of how the filter works and what wpMandrill needs is on my web site.