There definitely should not be any kind of non-return valve in the system, as it is important that any excess fluid pressure can vent back to the master cylinder reservoir when the brake is off.
A common cause of your problem is that the tiny return bleed hole between the master cylinder and the reservoir that allows the pressure to vent back, can block easily, as the hole is normally a very small diameter (less than 1mm). So I would check that is clear, but you will probably have to dismantle the unit first?
Sometimes the inner lining of rubber brake hoses can become detached inside the hose and act as a kind of one-way valve, so if you have a fairly old rubber hose it could be worthwhile replacing it as rubber brake hoses are only supposed to have a maximum life of around 6 to 10 years!
