Yes, this is actually normal.
The main menu block there is called "section 0", and is the default location for the news forum when it is created (same as in the the courses, where section 0 is the very top section).
Older versions of Moodle stored the News forum in section 1 (which is invisible on the site page) - so people who have been upgrading (like Claudio and me

) will not have this same problem you're having.
Eventually there should be some way of solving this, but a desperate hack you could try now is to edit mod/forum/lib.php, looking for this line:
$mod->section = 0;
in the function forum_get_course_forum(), and change it to:
$mod->section = 1;
Save the file, then delete your News forum again and refresh the site page. Voila!
Then go back into the file again and undo your change to that line.
There is another way to do this by editing the
database tables directly (course_sections and course_modules) but it's a little easier to muck things up that way.