It’s absolutely normal, actually. As a pokémon that evolves in response to affection, it’s more likely than its sibling evolutions to continue reciprocating that affection well into its sylveon-hood. What that means depends entirely on the personality of the sylveon in question, but many do indeed show it physically, as you’ve noticed with yours.
Just be sure that your sylveon isn’t crossing anyone’s boundaries, including yours, and he will be perfectly fine! (He may even mellow a bit and show less affection as he grows older, and this will also be perfectly normal.)