Yes this is normal. Leakage current is the current flowing from the protective earth (PE) conductor, such as metal enclosure, of equipments to frame ground (FG). Due to EMI requirement for the power supply, there are Y capacitors connected in between AC L/N and PE conductor. A low current will flow through the Y-caps to FG. In reality, leakage current should be regulated to comply with safety standards. In regulations of safety for IT products, leakage current should be less than 3.5mA for portable Class I equipment, 0.75mA for hand-held Class I equipment, and 0.25mA for Class IInequipment.
Because of the low current flowing, this is not harmful for the human body. For medical power supplies there are however more strict regulations regarding leakage current.
For more information, please see our Medical Application page