Yes. With nearly all of my chargers 45w/60w/etc. I've got a bunch of each and they've all done it intermittently. Some more than others. Haven't figured out the trigger to make it happen but it does. Don't worry about it.
This has happened to me as well. 2014 rMBP (got it two days after they came out). Nothing seems to be wrong with it, but the first time I plugged the machine in the magsafe light didn't come on. It has happened once or twice since then. Apple will probably fix it in an SMC update. Just report the issue to apple via their feedback site.
2014 15" MBP and same thing here.
An SMC reset seems to have fixed the issue for me, though the glitch may well come back and be a sign of a more general flaw in the subsystem that Apple need to look into.
occasionally happens on my late 2012 rMBP too but the same happened on my old macbook pro after a while. as long as it is still charging however and theres no issue with the connector on the macbook side i am okay with it