Yup, that's normal. The setting are a property of the network, not of the device. You can set up the vast majority of settings in an appliance network without a device in it. The only thing that's really specific to the device is the indiviual ports as different models have different port counts.
This functionality is the same that allows you to remove one MX, and then add another, in the event of a hardware replacement.
If it's a combined network, not directly that I know of. But you can create a new "appliance" network, set things up, and then combine the new appliance network into the existing network to make it one.
When I create a new combined network with nothing in it, the Security & SD-WAN menu is there. As soon as I add just a switch, it disappears. So in a network without any devices all menus are shown I think.