It's pretty common for the throttle cables to be misrouted during setup, especially at shops that sell other bikes. Check to see if the cables are kinked or run over the fueltank locating lugs.
Your bike should not do this, if you can't remedy the problem easily after looking over the cables, take it back to the dealer. The sooner the better, there is a good chance the throttle will stick open.
If it does happen to stick on the way to the dealer, don't panic! Grab the clutch and then hit the shutoff switch.