"Expected"? What do you expect?
Find the reason why gravity is so weak compared to other interactions, and you'll win the nobel prize. Small extra dimensions are a possible explanation, but they are just a hypothesis. There does not have to be some deeper reason at all.
This has nothing to do with "spooky action at a distance" or gravitons.
I thought "action at a distance" was a term used for both gravity and entanglement.
Well gravity certainly has action at a distance, as does the electromagnetic force and the strong force and the weak force. There's nothing spooky about any of it though, that's a term used only with entanglement.
EDIT: the distances involved with the various forces are extremely different and in practical terms, gravity is the one most often associated with "action at a distance" (but again, nothing spooky going on).