Whether somepic1.jpg, somepic2.jpg somepic3.jpg are being used in a webpage or just sitting in their own directory while you share their actual physical links is none of their business. Unless they make it their business to micromanage which is in very poor taste. Who's to say you don't know how to code your own site, but you still want GoDaddy to HOST your pictures while you share links to them in emails, messages, etc. You are paying them to HOST, it shouldn't matter how the content is delivered.
In answer to your question, no, it is not normal hosting policy.