Custom userControl events still running in the code in the visual studio, is that a bug?

Question

I am developing in WPF, and while doing a custom userControl, I had a surprise, when I went to use the Events "Routedeventhandler Loaded" and "Routedeventhandler Unloaded" of "System.Windows.Frameworkelement", I noticed that they fired when I wrote in the code.. I don’t know if this is normal, but I think it’s a bug, because theoretically it wasn’t supposed to trigger the event without the application running. Is this really a bug, or does it have an explanation?

If anyone wants to test I’ll put the code in.. (I’m using vs2017 Enterprise, framework 4.7.2)

userControl.Cs: (Custom userControl)

using System.Windows;
using System.Windows.Controls;

namespace wpf.componentes
{
    public class userControl : UserControl
    {
        private Window janelaAtual = new Window();
        private int i = 1;

        public userControl()
        {
            Loaded += userControl_Loaded;
            Unloaded += userControl_Unloaded;
            janelaAtual.Content = Window.GetWindow(this);
        }

        private void userControl_Loaded(object sender, RoutedEventArgs e)
        {
            InicializarConteudo();
        }

        private void userControl_Unloaded(object sender, RoutedEventArgs e)
        {
            FinalizarConteudo();
        }

        public virtual void InicializarConteudo()
        {
            MessageBox.Show("Carregar conteúdo nº: " + i);
            i++;
        }

        public virtual void FinalizarConteudo()
        {
            MessageBox.Show("Finalizar conteúdo nº: " + i);
            i++;
            janelaAtual.Close();
        }
    }
}

Mainwindow.xaml:

<Window x:Class="wpf.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
        xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
        xmlns:wpf="clr-namespace:wpf.componentes"
        mc:Ignorable="d"
        Title="MainWindow" Height="450" Width="800">
    <Grid>
        <wpf:userControl />
    </Grid>
</Window>

Mainwindow.xaml.Cs:

using System.Windows;

namespace wpf
{
    public partial class MainWindow : Window
    {
        public MainWindow()
        {
            InitializeComponent();
        }
    }
}

After having this code written, just compile without running the application, and view Mainwindow.xaml.. the message will appear, daughter of the instance of Visual Studio, because I can’t do anything in VS until I give OK to the message, then try to comment on the section where I include userControl in Mainwindow.xaml, the message will appear again..