It certainly isn't uncommon for two reasons.
1. CIC may not have loaded it to their system yet, you normally get an email acknowledging receipt and giving you the UCI and application number. Have you received this yet?
2. Even when you get acknowledged, linking is a 'black art' - I tried 22 times over several days before I succeeded! Some tips on one method of linking that worked for a few people in the link below.
http://britishexpats.com/wiki/Spousal_Sponsorship-Canada/FAQ_-_New_Application_Forms#All_about_MyCIC