I don't think it's normal to outlive your children, no.
Eh, it's at least normal to outlive your pets several times, which for some people is pretty close experience (especially those without own kids). And Maquia gives a great perspective on this theme, on some way Frieren seems to be going with similar way.
Generally, experiencing loss of your loved ones several times during your life is absolutely normal experience for humans, so long-lived or immortal races just have to deal with more of that. And if there are several of them, or a whole race, it's even easier, since you can still have some friends that are similar to you.
I really dislike the naive and IMHO rather anthropocentric trope of looking at it as a curse.
"No parent should ever have to lower their own children into their graves"-some quotes I found online
Good for her to found some kind of solace but can't imagine the first few times losing her children while she knew that she would stay alive for possibly eternity. If I were in this situation, i would legit spend like years figuring out how to kill myself lol. Immortality sucks ball
You know you don't have to spawn own kids all of the time? You can always help look after the childrens' children, and so on.
Also outliving many of your children was absolutely normal, given how high the children mortality used to be centuries ago, and people dealt with that fine enough - grieve and move on, just like you'd do with beloved dog or cat.