Not at all a common problem. If you tilt it to the side to watch and work the action slowly any number of weird things can happen, so do not judge by that.
1) When you fire one and then pull the fore end back, does it release a shell from the magazine into the receiver rather forcefully?
2) If so, when you go to move the fore end forward, does the shell bind stopping your forward motion?
If it's 1, it's likely a bent shell latch - I believe the right one looking from the top rear, or it could be a badly worn latch or action bars, but that's not at all common. If you were loading two in the magazine and it wasn't releasing the second shell, it would likely be the left shell latch. I know that is what you said you were doing but I have never loaded an 870 that way in 50 years so I can't relate. Try putting one in the ejection port and closing the action and then put one in the magazine and see what happens if you are indeed starting with two in the magazine and an empty chamber now.
If it's #2 I would have to see it to try to diagnose anything, but if the shell is already in the receiver, the shell latches are out of the picture.