I've had this happen a couple of times. I think its intentional, and I think its really cool.
You hear the dragon roars, look frantically to the sky for the beast. You finally spot it, run for cover, follow it with your bow, to only see it fly off. A few side quests later, just walking down a lonely road after killing some bandits in a fort, BOOOM dragon comes raging over the cliff, lands right next to me, and attempts to fry my me and my companion. This actually happened to me, this is without a doubt the most cinematic game I've ever played. It's almost like the dragons are toying with you
