It is pretty normal for them to express their own--seems like the smaller they are, the more successful they are at it. And when Ember and Cole were pups, if something startled them, you could smell the anal gland exudate. Evidently they thought if they really stunk, it would scare away whatever startled them!
The good news is, if you can smell it, probably everything is okay. The bad news is, if everything is okay, you're gonna smell it now and then.
Less as they get older, though, in many cases.
It's when they can't
express their glands on their own that you have a problem with impaction. Our very first setter had that problem--needed his anal glands expressed at the vet frequently and eventually they got infected. We did have them removed, and that did
fix the problem, but the surgery is a bit risky (you can end up with a fecally incontinent dog, for instance
) and not to be done unless things get pretty bad.