Yes it can happen, but I wouldn't say it is normal. When you purchased them, did you by chance ask/notice what the conditions, parameters and lighting scheme was that they were in before they were shipped/purchased from an LFS/or fellow reefer? That can really make a difference sometimes.
If the lighting and parameters that they were grown in are dramatically different then yours, a delay in expansion is very possible.
Were they fragged just before they were shipped or were the captive breed on a plug, frag rock etc? I never frag the day of or the day before shipping. It only adds to undue stress and will most likely result in delayed expansion.
Did you run your actinics only for the first day? I have done this for many years and it makes a big difference. % 90 of my new arrivals open within minutes to an hour.
Where did you place them in your tank? High or low? If the lighting is compatible, I would start low with lots of current with solitary placement.
Have you checked all of your parameters?
If it last beyond 5 days, I would do a % 20 water change, it always perks up a lazy frag.
Are they showing any signs of decay or collapsing from the top down?
Do they appear normal with the exception of not opening?
Zoanthids are very tempermental, somedays they just don't want to expand and their is absolutely nothing wrong with them at all. I would give it 2 more days and see what happens.
Good luck and I hope they come around for you my friend.
Mucho Reef