Is it normal that facebook keeps track of all the profiles you visit?

I just noticed that Facebook seems to keep track of which profiles that you visit, even if they aren't your friends. Like say you search for and visit some random person's profile that you've never met before. For a while after that, if you type the first letter of their name in the search box, that profile will be the first one on the list. That must mean that they're keeping track somewhere in their database.

Also, if you look at certain friends' profiles more often, they will show up in your news feed more often.

When I lurk on other people's profiles, I thought it was anonymous! Is it normal that it bothers me a little?