Yes it's normal. Sometimes they will give you a handwritten receipt. However for next time, write down the tracking number. A new tracking number is generated every time you refresh the Apple Store print return label page so you can't get the full tracking number at a later date.
However you can get approximate tracking by using the Returns Number (viewable in your account area on Apple.com) and using that to 'track by reference' on the UPS site. At least then you can see if the item is scanned and properly recorded as in UPS's possession. 🙂