That should not happen. There is likely a problem somewhere in the electrical system. We used to have similar problems in our home, hired an electrician to help track it down... they gave our home a clean bill of health, but called the city... long story short, they found a problem in a transformer a couple blocks away from us. It had been impacting many homes, and they were shocked nobody had call it in as a problem before us. But apparently, everyone just thought, "Oh, flickers are normal when appliances kick on, right?"
I have the exact same thing happen here.
Whenever the bathroom heat lamp (well, lamps - 2 x 275W, 240V) turns on, I clearly see the lights in whatever room I'm in dip for maybe 10ms.
This used to happen with the old incandescent lamps from years back, but still happens with the newer CCFL types too. Has never not happened.
Huh. Something to keep in mind, particularly for whenever I'm in an environment with access to competent management/engineering ;) (I just know if I tried bringing it up with the current landlord I'm almost certain I'd be authoritatively told "that's normal"...)
The Phillips flood lights in the track lighting fixture in my kitchen are like this.
They contain some sort of very light-weight power supply to rectify the line voltage and adapt it to the LED, but there is no LC capacity in it to even smooth out the 120 Hz ripple.
There is no room in those bulbs for the electrolytics/inductors that would be required.