When I implement FaceID, I set on Info.plist the FaceID Usage Description, hence, everytime an user tries to use FaceID for the first time, iOS displays a prompt asking about FaceID permission.

But, I'm not sure why if I use Touch ID, a similar alert saying "Do you want to allow XXX to use Touch ID" does not appear asking for user permission. What it appears is an alert like this:

Is this behavior normal? Or how can I show that alert with TouchID?

This is a deliberate UX choice on Apple's part. It's having to do with the passive nature of Face ID (simply continuing to look at the device) vs. the intentional action a user takes to place their finger on the Touch ID sensor on the device. Without an interstitial asking for deliberate permission to use the feature, a user may inadvertently (successfully) authenticate with Face ID despite potentially having no intent to do so.

The behavior you detailed in your question is clearly documented in Logging a User into Your App with Face ID or Touch ID (emphasis mine):

Set the Face ID Usage Description

In any project that uses biometrics, include the NSFaceIDUsageDescription key in your app’s Info.plist file. Without this key, the system won’t allow your app to use Face ID. The value for this key is a string that the system presents to the user the first time your app attempts to use Face ID. The string should clearly explain why your app needs access to this authentication mechanism. The system doesn’t require a comparable usage description for Touch ID.