I just got a SiG Pro Blue Line in .357 Sig that decocks when the slide is racked on the 1st time only. Subsequently, it goes to single action.

Is this OK?

Any chance you're riding the decocker?

If not, you have a mechanical issue that's causing hammer follow. Could be a worn hammer and/or sear, or a worn sear spring or decocking lever spring, or similar. Could have been fully disassembled and then reassembled incorrectly. Could also just be really dirty internally, to the point where it's interfering with parts interfaces. It'll need inspection by a gunsmith or by Sig.

My first plan is to give it a thorough cleaning and 2nd have my gunsmith take it apart and reassemble it. It is filthy dirty.

I bought it while I was buying another gun. I spotted it in the case without a magazine @ $249.
I got it for $200. I have several mags for it.

I figure that worst case scenario, if I don’t get it running correctly, is now I have a .357 Sig barrel for my SP2340 .40.

or I still think you can send it to sig for a bargin service.

I gave it perhaps its’ 1st cleaning in a few decades this afternoon. It seems to be feeling much better now!