As someone who only puts cheese on his burgers I've gotta ask: is it normal to get this messy while eating a burger with the works?

Only if you dump enough condiments on it that they leak everywhere the moment you take a bite. Also, the point of holding the burger in its wrapper is to catch anything that would drip onto your tits. So it's highly unlikely to make a mess like this unless you're a complete slob or you're doing it deliberately.