Definitely normal and I can't think of a single good reason to leave the loader up when the tractor is not in use.
I can think of several reasons NOT to though - the most important being that it would only take bumping into a lever to bring it down in a hurry, possibly onto something (or someone) you really don't want to get squished.
I can think of several reasons NOT to though - the most important being that it would only take bumping into a lever to bring it down in a hurry, possibly onto something (or someone) you really don't want to get squished.