This is correct behaviour. Nothing prevents a card's text to be executed again by Throne Room, even if the card has moved somewhere else.
Some cards say "if you do" for returning it to somewhere or trashing it, such that it can't work twice with Throne Room. Some cards say "while this is in play", such that you can't throne the effect. Mining Village now says "trash this for +2", which means that you actually have to trash it and it doesn't work twice. (I found the "if you do" phrase clearer, but I'm non-native.)