Yes, this is "normal".
You append the board from the "real project" into the file you've made for the panel.
Making panels is not really supported in KiCad (yet?).
There are at least 2 different projects for scripts that can help in making panels quicker.
A simple trick you can use is to add some unusual components to your panel. For example a very big & fat power resistor, and then line up one of the pins of those power resistors with a reference hole in the PCB's, then remove the PCB's, "append" the new version, and use the pin of those reference resistors to put the PCB's back in the same locations that they were.