Yes, it is normal to leave the application running when performing logical drive extension. It takes ages to extend if you add disks to the array but parity is maintained. If you add just one disk all the RAID 1+0 logical disks will turn into RAID 5 logical disks which is not good, so always add in pairs. On some versions of firmware you can only extend the last logical drive on an array.
After that you can run diskpart to extend the volume under Windows, this can be done online as well but do it under as little load as possible.