Yeah, it is normal. It's just the way these things are. You can try vaseline but you need the friction of bare steel on steel as part of the anti-sway function. There are some other noisier brands tho. If you haven't read anything in this forum, there are some good threads on setting up these hitches. Reese has a few intricacies that are good to be aware of.
Bugs me when pulling into a CG site and folks stare at us as if the TT's frame just broke in half or something. I do the same but it's okay because I'm glancing at their WDH to see what brand it is. ;) Funny, have only seen one other Reese DC WDH at our regular CG of about 250 sites.
Love our Reese WDH and wouldn't do without it.