Kenneth is correct. It is common to boil the coconut milk and reduce it until it's solids separate from the fat, then spices and pastes are fried in the coconut oil while the coconut solids gets toasted. The film of oil on top of the dish is considered a positive thing.
That said, it is completely acceptable to prefer an emulsified result. The best way to garntuee this is by using canned coconut milk that almost always contains stabilizers (guar gum is common). I assume that adding the milk just before serving is also likely to help.
