It's extremely normal. I think the statistic is something like "only 20% of women can orgasm through vaginal stimulation alone". Scarleteen agrees with me, so my memory is correct. So 80% orgasm through clitoral stimulation alone.

There aren't really too many "sensitive" nerve endings in the vagina. They're there, but they're nothing compared to the clitoris. If you want to orgasm from penetration alone (which it will be tough), I'd recommend masturbating/foreplay beforehand that gets her close then using a rocking motion while thrusting instead of the typical in/out type of thrust. The in/out, unless you are hitting her g-spot, doesn't do much in terms of pleasure.

Otherwise, if you want to continue the in/out, find a small vibrator that she can use during penetration. Or she can just slip her hand down there if it's a position that gives her the room. Most women also find it easier to orgasm on a woman-on-top position since she can control the depth of the thrusting and everything.

However, if you can find positions that stimulate the g-spot, she can obtain a lot more pleasure during thrusting that will make her clitoral orgasms feel better. Feel free to message me for more advice/questions.