Current is still flowing through the plug. When the gap between the plug and the contacts is small enough, even with household voltages, it can span the gap and make an arc. The more current flowing the larger the magnitude of the arc. The duration is diminished the faster you get the plug out.

When you break a circuit while current is still flowing, the air at the point of the breaking contact tends to ionize enough to support a momentary arc. The higher the current and the slower you remove the plug, the bigger the spark. Electric heating devices tend to draw a relatively high current.
It's best to have the power switch on the appliance turned off before unplugging it, especially on those drawing higher current, in order to avoid the accumulation of high resistance pitting that this arcing causes on the plug and receptacle contacts.

Yep, this is normal, although not necessarily desirable. Every switch, at the moment of contact, makes a tiny spark. The lower the voltage, the smaller the spark. Heck, a 'spark plug' is just a 'switch' that's not quite closed! Jack the voltage up high enough, and that spark will jump across. Pretty handy, but that spark also blasts away a tiny amount of material. Modern spark plugs are made with chi-chi metals that limit the damage. Same for specialty and industrial switches. But if you look inside an old switch, you'll see the contacts are pitted and blackened from the 'damage' caused by opening and closing.

As mentioned, you'll get a bigger spark from an appliance if it is under load. Especially an appliance that heats: toaster, hair dryer, whatever. Heating draws a lot of juice, giving that spark extra energy to jump the gap.

Old, worn-out outlets can spark on their own too, if the contacts have gotten so sloppy the plug doesn't stay in firmly. Another good reason to replace your old two-prong outlets with good three-pronged ones with proper grounding...