The rear differential has a clutch pack and two pumps.
One pump is driven by the propeller shaft attached to the transmission, the second pump is driven by the rear axles.
When the front and rear wheels are turning at the same speed the pumps are putting out the same amount of pressure, and the clutch packs are dis-engaged.
When the front wheels slip, the pressure difference between the two pumps causes the clutch packs to engage and transfer some power to the rear wheels.
Once the front and rear wheels are spinning at the same speed, the pressure equalizes, and the clutch packs dis-engage.
Unless you force it to happen, maybe by accelerating hard from a stop in slippery conditions, you probably won't notice the transfer of power.
Here's a youtube.com video of a 1st Gen CR-V in the snow. Notice at the beginning that the front wheels spin for a second, then all four wheels are spinning.
So, yes, it's normal.