Yes, It is normal.
ZA will list all programs that it believes will need access to the net so that you can preconfigure it.
If a question mark appears next to the program then:
-that program has either not tried to access the net
-or you have ZA set to ask you each time that program wants to access the net.
ONLY programs with a green checkmark have you giving access to the net. A red X means you have not giving that program access.