yes this is normal, the Cup you only stay in as long as you win the ties, the League is all the time. Champions League you play in when you finish in top 4, so some seasons it could be 2 matches almost every day (if you keep winning of course)

Real life managers have the same sort of schedule, it makes managing injuries a major concern.

It is best for your bank account to compete as far as you can in the Cup. (and CL if you get there)