Yes, it's normal. AOR issues under sponsor's UCI.
Did your parent's visited to Canada anytime? if so there is UCI in their Visa sticker. If they did not visit then try with PA's last name.
If none of the options works then just DON'T WORRY. GCKEY is not the last stage of application, it is basically a tool to provide you more details. At least you know that your file is moving. IRCC will communicate with emails if not linked with GCKEY. not a big deal. Just chill
Also did you received Biometric letter? if not, you won't likely link to GCKEY. Before biometric letter, I was trying every week to link with GCKEY but never succeed and I gave up to link. But after biometric I tried only once and it linked!