I recently purchased an Autumn Blaze and Red Sunset maple...both are grafted. I was told by the nursery that this was normal, but I don't remember seeing previous maples grafted. Does anyone here know if it normal for the maple varieties to be grafted? or did I make a mistake with this purchase?
This is totally normal - as are plants that are grown on their own roots.
Grafting or budding of scionwood (the scion is the named clone, like Autumn Blaze or Red Sunset) onto seedling understock often allows for more vigorous growth of the new plant, which translates into more rapid production of saleable plants.
You can find "own root" plants of selections like this, but that will depend on the supplier that your nursery gets it's lining out stock from. I believe many more growers are producing these varieties of Acer rubrum and Acer x freemanii on their own roots these days, but that probably varies from region to region of the country.
You can find successful examples of grafted or budded maple varieties, and you can find examples of plants with graft incompatibility that fail after a period of time.
As in most things: Caveat emptor (buyer beware). Study up on what you are purchasing, before being separated from your money. Your local Cooperative Extension Service should have ample information on ornamental woody plants, and should be able to connect you with university horticulturists will long experience with this kind of situation.