Why is my family like this? Am I just abnormal or something?

It's weird... My parents are foreign so they always watch European films and there's always a scene.. So my parents just watch it. Like they find it so normal or something.. Last night I was in the kitchen boiling water and my parents were watching some French movie and there was a scene and even from the kitchen I felt uncomfortable but it was as if my parents weren't. Like my dad pulled my mother really close to him and he was kissing her and touching her and I was like wtf? I'm just in the other room! It just seems wrong for my father to be touching my mother under her shirt especially while watching a scene and while I am in the other room! And my brother is the same.. We have been temporarily sharing a room and he likes these films too so I have to watch them and whenever a scene comes on I feel REALLY uncomfortable but my brother loves it? He actually pleasures himself while he is watching it and all the while I am still right there. I usually leave. And my father always talks subtly (don't know if that is the right word) about ... Like he will talk about it without actually saying it and it just seems inappropriate.. Especially when he is asking my mother what she is wearing under her clothes and rubbing her thigh sometimes.. It freaks me out. My parents are young and they waited for marriage to have but it freaks me out to know that they have sex for pleasure.. And it freaks me out to know that my brother becomes as well.. It's okay if in private because then I wouldn't know, but it shouldn't be in front of me.. Idk. I'm 14 turning 15 in 2 months and my brother is 15. Why is my family like this? My brother tells me I am not normal.. Is there something wrong with me? I feel like there's something wrong with my family.