This is normal behaviour.
Only SQL database engine & analysis services are cluster aware SQL component i.e means the related data files is installed on shared drive and binary files is installed on both the nodes.
All other components like reporting, notification, workstation(mgmt studio) are not cluster aware component and is installed on the active node.
To install workstation go to add/remove programs, select SQL 2005. there is an option to install new component, point of SQL installation files, select only workstation component and install it...
BR,
Parthi