Yes, this is normal. It happened to me, but I got around it by pressing 'Verify' before launching the game.
I believe it's actually verifying to see if there's a new update. To skip this just go to where you installed PA and run its .exe, you'll be able to skip the launcher altogether. Make a shortcut for pa.exe on your desktop.
The only hitch is that I have to manually sign in every time I use PAMM as a launcher, but it doesn't detract from the experience.