Yes, it is normal for TurboTax to attached the XML version of such forms to your return (XML is a data format used to e-file returns, rather than sending the IRS and the states PDF forms).
I would contact the TurboTax Audit Support Center (they also help with responses to letters from taxing agencies), and ask them if they could confirm that your XML e-filed return had the W-2s and 1099-Rs attached.
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