I don't think it is either odd or not odd. It may be that the couple more or less live separate lives except for when they are physically together, or that they just have different circles of friends. Or, they may find it unnecessary.
That being said, when my husband had a facebook account, we were facebook friends. I guess it depends on the couple. Personally, I'd be suspicious if my spouse didn't want me to see their facebook page.
If both are on the site and aren't friends, then yeah, there's something a little odd about that (although there might be good reasons in some cases, I suppose). If one or the other person (or both) isn't on any social networking sites though, that's obviously a not-so-weird explanation (beyond the weirdness of not doing social networking these days).
since all of my online stuff is connected to my blog, eden, and other things of sexual nature, i would have no issue with an SO not being linked to me. it's just not always appropriate cuz of fam, etc. i also think it's fine if someone wants some privacy online.