Yes, this is a known characteristic of shungite and not a defect. Because shungite contains a large amount of carbon, the surface of the stone can leave dark marks on the skin or on light clothing. This transfer happens more easily when the stone is damp, for example from sweat on a warm day, or when the piece is new and has not been worn much yet.
You can reduce the chance of marks with a few simple habits. Wearing the pendant over dark or medium-colored clothing makes any transfer barely visible. If you know you will be sweating, take the pendant off for that period or wear it over a layer of clothing rather than directly on the skin. Keeping the stone clean and dry also helps, because moisture carries fine carbon particles to the surface. A quick wipe with a soft dry cloth before wearing can remove loose dust that might otherwise rub off.
If marks do appear on your skin, they usually wash off easily with soap and water. On clothing, treating the spot promptly with regular laundry methods usually works, though very light or delicate fabrics may be harder to clean. If you notice persistent skin irritation rather than simple dark marks, stop wearing the pendant and consult a specialist. This is the main trade-off of choosing a real shungite stone rather than an imitation, so it is worth being aware of before you decide to wear it regularly.