Because you're asking the question in the first place, it seems like you would want him to start doing so. If you didn't want him to, you wouldn't worry about whether or not it's normal, in my opinion.
I agree with everyone else about the fact that everyone has different ideas about what they like and don't like. However, I also think there's also certain amount of sacrifice, or give and take, involved in sex and pleasure. Having a dick in my throat isn't my favorite thing in the world (I definitely don't dislike it, but I don't LOVE it either), but I do it because my partner enjoys it and I enjoy making him feel good.
Communication is the most important part of sex. If you want your guy to finger you as a part of foreplay or as a way to get off, tell him! If he's insecure about it, assure him that you'll help him figure it out. If he refuses simply because he doesn't want to and doesn't care if you like it, then maybe you should be thinking a bit more about your sexual compatibility.