lsblk shows LVM volume as subcomponent of a partition

Given two physical drives, sda and sdb, I have:

• Used fdisk to make sda1, sda2, sdb1 and sdb2
• Created four physical volumes accordingly: pvcreate /dev/sda1 etc
• Created a volume group: vgcreate datavg /dev/sda1 /dev/sda2 /dev/sdb1 /dev/sdb2
• Created a logical volume: lvcreate -L 4096 -n datalv datavg
• Made a filesystem: mkfs -t ext4 /dev/datavg/datalv

This seems to have worked fine as far as I can tell. However, the relevant output of lsblk now looks like this:

NAME              MAJ:MIN RM   SIZE RO TYPE MOUNTPOINT
sda                 8:0    1  58.7G  0 disk 
|-sda1              8:1    1  29.4G  0 part 
`-sda2              8:2    1  29.3G  0 part 
sdb                 8:16   1  58.7G  0 disk 
|-sdb1              8:17   1  29.4G  0 part 
| `-datavg-datalv 254:0    0     4G  0 lvm  /mnt/data
`-sdb2              8:18   1  29.3G  0 part 

I don't quite get why datavg-datalv would show up underneath sdb1. Is this indicative of some error during my setup?

sda1 is a component device (a physical volume in LVM lingo) of datavg volume. The output of lsblk is perfectly normal given the command you issued.

Your LV is not large enough to span more than one PV.