New Macbook Pro Sleep/Hibernate Problem

Whenever I try to calibrate my battery, this problem comes up. As I am new mac user, it can be normal behaviour of macs, but in windows, it was not be normal behaviour. When my battery gets low, battery low warning dialogue apperars. It is ok. However, it does not go into sleep mode directly after this warning unlike in windows. Instead, my computer uses battery completely and the battery is fully drained, it shuts itself directly. Here is the problem, I can continue my work after I plug in charger. After I turn on my computer, I continue where I stopped. For example, If am using safari before the shut down, my computer opens the page directly where I stopped. Namely, this is hibernate. This scares me very much. Because of this problem, I cannot calibrate my battery. I do not know whether it is a problem or not. Maybe, this is principle of mac. If you light up whether a problem or not, I appreciate very much.