Calendar straddle buying power requirement for NDX

Lets say I am trying to short at the money (strike 23,800) straddle of NDX of Sept 19 then I would need ~$475,000/- in buying power. Similarly if I try to short 100 XND of Sept 19 then I would need ~464,000/- in my account. Almost similar, so far so good 🙂

Now lets say I am adding long straddle of Oct 17 to XND strategy then buying power requirement is reduced to ~30,000/- (i.e. diff between premium of Oct and Sept * number of lots * lot size). This is understandable. However such offset is not given when same strategy applied to NDX. Rather buying power requirement is increased to ~575,000/- (i.e. increased by straddle premium of Oct).

Is this normal behavior/do I need to clarify with my broker?

Thanks