The short answer is: it’s normal, there’s nothing odd here.
The long answer is mostly, i guess, is that UE4 has a different workflow compared to Unity.
Shaders compile once, then, unless you change the shaders, it’s done.
What compiles on empty projects is the Engine shaders, assuming you have no other assets or templates. Normally, this results in a bit more planning up front which materials you use, and more though goes into which asset and shaders are best. Compared to Unity, where I often ended up with 20 small projects to try out stuff, this never occured in UE, maybe cause I better know what to do, or because UE does not encourage that in the first place.
Of course, on bigger scenes and if you use more complex shaders and you change it - it might take a while to recompile. Afaik, however, this is the same for more complex HDRP shaders in Unity. You get used to compiling, especially the more you know when recompiling is necessary - and why.
The default pipeline in Unity has more of a realtime workflow, not even light baking is needed. That’s awesome. However, it has pros and cons, most noticable shading quality and performance at runtime, which is be big plus for compiled code. Thats why Dots/ECS use burstcompile and Unitys high quality HDRP PBS shaders also needs longer to load.
I worked with Unity, and although I love UE4 and now primarily work with it, I gotta say the shorter development cycles are a big plus for Unity.
I’d say it’s not ultimately a “UE4 thing”, it’s the consequences of a different paradigm.
Maybe someone else know an answer that’s more of a heads up regarding that, but since noone else gave an answer, that’s what I can say about that.
Have fun coding, whatever Engine you use