Yes, this is normal. You are changing the video which will take more processor power to preview smoothly. What you should do is selectively prerender the regions you have applied FX, transistion, pan, crop, etc... to. Then preview will be realtime again. The downside to prerender is that it will take some time to do. If you want something quick you could reduce the preview mode to draft. The image won't be as clear, but the preview should be less choppy.

Hope this answers your question.