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.
Yup, you certainly can.
You can create the network, and get it all set up before you even have an MX in your possession. Once you receive it just add the serial to the network and plug it in.
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.
There's probably other ways too.
