I think it always do this unless all selected faces and the mesh share same boundary. Blender manual says nothing specific about this.

If you want to keep original face, use extrude edge with Ctrl + E

https://blender.stackexchange.com/a/43507

Because for 99.99% of cases it's what you want. Extruding while leaving a face would generally create internal, unrenderable faces on manifold meshes. That would increase file size and render times for no reason.