Are minecraft mobs ... supposed to do this?

No one but the people who created Minecraft knows, they are the only ones with the source code. This mob behavior has been noticed in 2014 on http://minecraft.gamepedia.com/Talk:Mob_AI. My hypothesis is that the ai is fairly simple, and has no problem jumping up on a block when wandering, but all edges may look more or less like cliffs to the ai, because they probably use a less advanced path finding when wandering. The reason you might not see this in survival mode, is because llamas don't usually spawn near mountains, they spawn in relatively few numbers, and the terrain is not flat, so they might find a hill to stand on, or find a ravine in the way.

From the image of your map the non-mountain areas are fairly flat, so maybe adding some dips will reduce how long it takes before all the llamas find their way to the top. If you add a little hill, they may find themselves staying on that hill. You could also make the mountains unclimbable. If your player needs to be able to go up the mountain, make 1.5 blocks high to be able to climb the mountain and give the player jump boost I. You could also use command blocks to spawn in your mobs when the player gets close to your spawn area, and despawn them the player goes out of that area. Or just keep them spawned, and the player will have to go climbing to find them again.