Yes it is normal as others have said. Raw is just numbers which a program has to understand and convert.
It may be easier to understand if you consider just one property of the image, say colour. The following is quite simplified but should give you a feel of what is happening.
Your camera does not see in colour it just records light levels. To convert to colour the camera, or program, has to know what your camera considers 100% red for example. Different cameras will record different reds as 100% red, obviously the camera itself knows and can make the adjustment, Nikon knows and therefore Nikon View NX2 (VNX2)and Capture NX2 (CNX2) can make the adjustment. As new cameras are introduced by Nikon they have to update VNX2 & CNX2 before they can do the conversion.
Some other programs such as Photoshop Elements (PSE) can also make the adjustment. PSE has a plug-in called Adobe Camera Raw (ACR) which makes a best guesstimate at what different cameras consider 100% red and therefore can handle raw files, once again these have to be updated when new cameras come out. This is why when someone complains that PSE will not open their raw files the advice is to update ACR.
Other programs such as GIMP, Paint.Net, Flickr, Irfanview etc do not have any best guesses and therefore cannot handle raw files.
The above also applies to other properties such as Brightness and Contrast, VNX2 & CNX2 can read the actual camera settings in the raw file and apply these, other programs that can handle raw files make a guesstimate or just apply standard settings.
I hope that the above clarifies rather than muddles
