Maybe this happens to everyone but I've never seen it mentioned in the comments so here is a wired glitch (or maybe a cheat I activated by accident?) that happen to me when I loaded the Asylum level of the game I tried to see if I could pull off a rocket jump, no luck there, but as firing grenades might be breaking the rule to only use the Painkiller for that level to get the card I when back to the map and started the level over again. When I started again I had all the weapons, including the Chaingun/Rocket laucher and the 'Battle out of hell' flamethrower/bolter and the Crossbow/grenade launcher. As well as I don't know how this happened as those aren’t supposed to be in the main campaign, right?
I had these weapons for the rest of the main campaign, making it slightly easier. I got ammo for those weapons from the silver and gold cheats that give ammo for all weapons.
So is that normal and no-one is talking about it? Or is this just an odd glitch, do tell please.

I've never heard of that happening, and it definitely sounds like a glitch. The autosaves are prone to corruption, so you may have simply gotten some corruption in your favor. Once you have a particular gun, you'll keep it for the rest of the game, so I guess you just lucked out. It is not normal behavior, however.