My speaker gives a pop / thumb sound when turn on or off, is this normal?

Such noise will not harm your speakers.

The presence of the noise at switch on or off can be directly linked to the mains power cycle you are at while activating the loudspeakers. It could also have something to do with a DC offset present on the input signal too.

It is also possible that the sound is different between same model speakers due small differences on components., and this is also considered normal

This noise will not damage anything in your loudspeakers