Yes this is normal. The brakes on joints 1,2 and 3 are designed to prevent the robot from abruptly falling during shutdown. They have a friction-less design so as to not damage the motors.
In some positions the robot is more susceptible to sagging over time if it is shut down for a prolonged period. For instance, in a more extended position it will be more likely to sag down than in the zero joint position. It is best to find a more solid position if you know the robot will be without power for a significant amount of time.