No, it's not normal to ride with the baffles in for a month.
Yes, the soot is normal if you have the Arrow dual tune installed to the ECU. The tune is richer on purpose to match the free flowing cans. If you keep the baffles in the cans flow as bad as stock exhaust.
If your oil level is not dropping and you don't get
blue puffs of smoke from the exhaust, I would not worry about it too much.