This takes a little getting used to, but, as said, it is 100% normal. Keep an eye on the shafts after you install the shocks. I had a tiny bit of oil on one of my rears. However, it was a one time thing and never returned. After about 500+ miles, I've become a big fan of these shocks, at least on my lighter rig. They have a very compliant, but not overly soft ride. With other gas charged shocks I've run, I got a lot of negative feedback. I've noticed none of that with these.
We'll definitely be curious on what your take on them will be. It looks like your Jeep is a little heavier than mine, so it will be interesting to see if that impacts the shock performance negatively.