Yes this is expected at this stage. If you create your App Service Plan and select Windows, you will see the "Default Documents" in the Web App configuration. However, if you choose Linux App Service Plan to host your Web Apps, you will need to manage outside the portal more like a regular Web Server.
You will find confirmation of this on this link:
https://video2.skills-academy.com/en-us/azure/app-service/configure-common#configure-default-documents
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Didier3001