I don’t think it’s gross or abnormal. I think it’s just personal preference. Some men and women like it and some don’t. It’s pretty much like everything else. Not weird versus normal, but more like liking versus not liking.
I’ve read that sex during menstruation can increase risk of some type of infections. But maybe the risk is minimal or non existent so maybe it’s old wife’s tales.
I had sex during my period and I never saw the difference sensation wise. My periods were always so heavy that I was not particularly interested in anything going around there. Again just personal preference