That's an emulation glitch, not a glitch in the game.

If you play as Player 2 it won't happen. Or in a 2 player game, if you hit start with Player 2 and then hit start with Player 1 on the character select screen it won't happen.

Gosh, that's kind of annoying to have to do that everytime. I could probably choose not to unlock one of them though, right?

Completely unrelated note: With Robosmoke, if you do his teleport uppercut, and then follow the opponent in the air and air-throw them, it's a cool two-hit combo that doesn't show up as being a combo. (Combo message doesn't appear). Glitch?

Not a glitch. Throws typically don't add to the combo meter.

But there are exceptions. For instance, Cyrax's ground and air throw both count towards the combo meter in UMK3. However in regular MK3 they were like other throws and didn't add to the combo meter. They tweaked him for balancing purposes, like the way they made Sheeva's throw activate damage protection in UMK3.