Yup, mines been that way since new... It doesn't feel like a sledge hammer clunk, just a medium.
That being said, the Suzuki oil the manual reccomends is a rough shifting oil... So,if the previous owners always used that....
Once you change your oil it'll improve some. For a dino oil, Castrol GTX is a pretty good shifter, I tend to favor the 20w-50.
If you ever decide to go to Synthetic, I've heard it's even better. Just be careful with synthetics, do a search for oil here and you'll get tons of info.
Many Bandit owners prefer Shell Rotella Synthetic..
Good luck, and as said, if it feels extrememely clunky or you want a peace of mind knowing nothng is wrng, have it checked out...
Mike :)