Hello Dy Han
Yes, this is normal. BGP will never show the exit interface in the routing table, it will only show the next-hop IP. It uses recursive routing to determine the exit interface for the specific next-hop IP. This is why a BGP-learned route will be installed in the local routing table only if the local router has a valid path to the next-hop IP. For more info, take a look at the following two NetworkLessons Notes:
I hope this has been helpful!
Laz