I have my Spa2Go and noticed the pump does not ever shut off. Is this normal?

That is in fact normal. The water pump on the Spa2Go is a 1 amp Magnetic Drive Circulation Pump. It uses approximately the same amount of power as a 100 watt light bulb. It keeps the water circulating and filtering 24 hours per day. When heat is required, the heater will cycle on to heat the water, and then cycle back off.