This is the correct behavior. A unit vector only displays orientation information. The orientation needs to be scaled if the aspect ratio is not the basic [1 1 1] as is in the case of an arbitrary plot. Another way to see this is to think of a line going from [0,1] to [1,1]. Imagine plotting the line in different aspect ratios–the unit vector would have to change to stay normal.
To correct the perceived misalignment with SURFNORM and QUIVER3, you can set both the DataAspectRatio and PlotBoxAspectRatio properties of the Axes Object as shown in the following example code:
[X,Y] = meshgrid(-2:0.25:2,-1:0.2:1);
Z = X.* exp(-X.^2 - Y.^2);
[U,V,W] = surfnorm(X,Y,Z);
set(gca,'DataAspectRatio',[1 1 1]);
set(gca,'PlotBoxAspectRatio',[1 1 1]);