No, it's not normal. I had a budgie hen that did the same thing. Her eggs never hatched. No matter what I did she would leave the eggs alone in the box all night, to get cold. Have you tried any of these things... put a small night light in the room so she can see at night once the main lights go out? Is the cage in an overly busy place where she might feel insecure or not safe? Is there a cat or dog around that can get close to the cage? You can try to rectify any of those problems if you have them. She might just be a hen that is no good for breeding, it happens. You could also after she's done laying and is still not sitting at night, take out the whole nest box for a few weeks, and feed her and the male really well, with mashed hard boiled egg and good greens. Try again with a new clean box. Maybe if she feels like there's enough food around that she can raise a batch. Good luck.