Is it normal to have sex with someone and just want them as a friend?

I dated this guy for a couple months (not steady), but he wasn't interested in a relationship, so we agreed to just be friends. We had sex while we were dating, and after our feelings cooled down we would sporadically hook up. Now it's evolved into an arrangement where every couple weeks we'll hang out, have some fun, then go back to my place, have sex, cuddle a bit, then go on out merry way. Sometimes we just hang out.

I was raised very conservatively, and I always thought that you didn't have sex unless you were romantically involved with someone. I care about him very much and I love him as a friend, but I'm not interested romantically (he burned me pretty badly romantically, though not intentionally). It's not a typical booty call either; we don't plan out to have sex, we usually just hang out and it's a natural progression. We would still hang out and have fun together even if we weren't having sex. I enjoy the physical contact and the closeness more than I do the actual sex, but I don't have feelings for him romantically. Its all rather confusing. Is this normal?