Hi,
That's normal as you don't want other users to use the same coupon on other orders.
However, if the created order's status is changed to "cancelled", then the coupon quota will be available again for other users.
If the user clicks on the "cancel and go back to merchant" link on the payment gateway, then the order will be cancelled.
If the user just closes the tab once redirected to the payment gateway, the order will stay created.
In that case, you have the "order auto cancel" plugin you can configure so that after a while, the created orders are cancelled automatically, and the coupon will be available again.