No, it's not normal. The races have become indented where the bearings sit. There are conflicting theories on the cause. One attributes it to loose adjustment and the impact of the balls causing indents in the races. This is commonly called brinelling. The other theory contends that a breakdown in the lubrication causes the balls to weld to the race, resulting in minute portions of the race being pulled away and causing indents when there is steering movement. This failure mode is called fretting.

Regardless of the cause, there is a workaround that does not require a new headset. Replace the caged bearings with loose bearings. This increases the number of balls, preventing them from aligning with the indents in the races.