nope terri , it's utterly correct
have you come across sth like SHOULD IN NOUN CLAUSES AFTER SUBJECT +TO BE+ADJECTIVE
Should is also used in 'that' clause after adjectives expressing pleasure, surprise, shock, disapproval .in sentences of the pattern
subject + to be + adjective + that clause
I'm horrified that he should have told anyone.
I'm surprised that he should haven't passed his exams
I'm delighted that you should have kissed me:D