This happens because the process Spectrum normalization is called after computing the PSD.
In Spectrum normalization, the power for each bands is divided by the total power (which is computed as the sum of all the bands). As you can see, when the PSD contains or not the bands gamma1 and gamma2, the total power changes, thus the relative power for other bands.
Since the PSD follows a the 1/f power law, the contribution of gamma1 and gamma2 is small. This means that the relative power for alpha is slightly small when these gamma bands are considered to compute the total power.