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I agree that this is working correctly. My D90 behaves the same way. In AF-S, if I press the AE-L (set to AF-ON) and keep it pressed, then the focus lock remains and the shutter releases regardless of whether the scene is in focus or not.
That's basically what it means to have a focus lock, and why the AF-ON method of "focus lock" (letting go go of the AF-ON button) isn't really a focus lock. That's one reason why AF-ON users keep the camera on AF-C (but then you get no AF-Assist from the camera or speedlights in low light, and you always need to be sure that your focus has been achieved before releasing the shutter.)