You changed it yourself? Or you had it changed by a repair shop?
If you replaced it yourself, with a third party battery, then yes. This is normal behavior. If it was replaced by a shop and it is not reporting battery health, or gives a message that the battery may not be genuine, then there are a few scenarios, but the most likely is that they installed a third party battery (which may be fine, but if they told you it was an original Apple battery, this is almost certainly not true)
With the iPhone XS series (including XR) and newer, the battery is programmed to the actual phone during repair, if it was replaced by an Apple Authorized business. If this programming is not completed, it will likely say that. But it is extremely unlikely for this to happen, because the repair system knows if you have not completed this programming and will alert the technician, preventing the repair from being closed.