Yes, this is common. On the Peloton and spinning in general you are working the whole time whereas on a bike you are coasting and not working hard the whole time.
I would recommend doing a 5 or 10 minute cool down ride after each hard ride and also mixing in low impact rides or recovery rides.
I would recommend doing a 5 or 10 minute cool down ride after each hard ride and also mixing in low impact rides or recovery rides.