It's normal because inherently this needs to take sound input from the microphones and invert it. So if you have wind against the microphone, you are getting inverted wind noise which is audible.

The Galaxy Buds Pro have a wind shield and are better at this than others (and I think the new Buds 2 Pro also although I haven't tested it). They are better than any other TWS I have, like the Buds+, Buds2, or Sony XM4.

While these are better at it, they still probably have more noise with ANC on if moving, than just having it off. There will still be the occasional whoosh from the wind.

I would question the advisability of using ANC while biking, for me it's the opposite, I would use the transparency mode because I want to hear around me, but the wind shield also affects that. Transparency is sort of usable while biking with the Buds Pro, but totally unusable with other stuff, it's just constant static.