Yep, that's normal. They will find a spot of their choosing no matter where you would like them to be.
Most of mine are actually attached inside a cave formation so that they can retract to safety, but extend out fully during the day.
I feed mine with a squirt of the prawn/scallop mix about once a week.
If they settle in a spot, that you're also happy with, give them a good feed there and with a little luck they'll stay there.
And don't be surprised that after 6 months or more, when you think they are all settled, they will suddenly go for a walk around the tank causing as much grief as possible Ha Ha. (very unfunny at the time).