yes, it is natural for healthy, booming hives to want to swarm, its nature's way of propagating the species.
Like Rat said, when their minds are made up, particularly when they've made swarm cells, you must intervene. Make splits, moving the mated queen into another set up, thus trying to fool them into thinking they've already swarmed, or you will lose a number, if not all the bees.
...JP