Absolutely normal. Here's why. When you use a TA, they pretty much 'own' the reservation. So, you can't make any calls to make changes or such. As soon as you are at the resort, or airport, the reservation is now yours. This is one reason I seldom use a TA...I want complete control over my trip.
So, yes, DME stuff gets mailed to the agent, who in turn is supposed to mail it to you...or you can go and get it if you're nearby.
I'm heading to WDW in mid-May. I've had my DME packet for over a month now...I think I got it in early March!!! Way earlier than I expected. Used to be they got mailed about 4 weeks prior to travel.