Since I became depressed in late January of this year, I have never been truly in remission. The closest thing to remission I have experienced was a two week period in which I was free from self-harm urges and suicidal thoughts. But even in that tiny window of time, I began to miss my depression. I began to feel guilty for not being depressed. I told myself that my depression must have all been fake and imaginary to begin with. No doubt this played a part in my downward spiral only about two weeks later.
So yes, I think that's fairly normal. It just sucks. A lot. Depression generally does.