As far as I'm aware, it's normal, I've been teleported into curse rooms with curse of the maze( and I had no hp left to exit at that time), or into a boss room on the complete other side of the level. If my memory isn't failing me I even teleported into an item shop through it once.

I'm pretty sure curse of the maze can teleport you anywhere, but it has a high chance of teleporting you a room backwards or some other room nearby. There is a low chance of being throw into any room on the level.