You are in a sexual relationship. He likes it. You like it. It isn't risky behavior. It doesn't hurt either of you. It doesn't hurt anyone else. Why does it matter if it is "normal"?
There is no reason to worry at all about this (unless it is the worry that turns you on in which case you should figure out a way to worry more).
Appreciate that you have a good relationship and suck those fingers hard all night long.