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It makes sense, you'll have your better hand free for doing stuff. I do this as well if I have a bag I have to carry in my hand or in the crook of my arm.I don't think this is weird at all. This is the way I carry my bags, as well.
How do you usually carry your most commonly carried/favourite bag?
I'm male so my favourite way to carry a bag (I usually carry "womens" bags that look unisex or masculine) is with the bag in my hand and down by my side. I think this makes me look more dramatic and powerful as a man carrying a bag made for women! I just think it makes me look most fashionable really.
However, if my bag (my main one is the Coach Borough BTW) is too heavy, I wear it on my shoulder. I dislike doing this however as I worry about it getting damaged, it's hard to control your bag when it's on your hand in situations such as being on the bus, on the underground, etc.