Just recall why do we need the wavefunction is normalized. ===> we need the wavefunction of the system be normalized because we know that the particle must be somewhere, so <psi|psi> = 1, ( equivalently, probability over all space is 1 ) .
However, we know that any state |psi can be expresseed in linear combination of the stationary state ( the eigen vectors of the harmiltonian of the system ) ,
|psi> = |a1> + |a2> +...|an> ( for simplicity, let's consider there are finite number of eigenvector)
the |ai> is the solution of the time independent schrodinger equation, they live in the Hilbert space.
Here comes the point, these |ai> is not normalized ( <ai|ai> = 1) but normalizable (<ai|ai> < infinite)
the explanation is the following,
if |ai> is normalized, then the |psi> cannot be normalized. however, |psi> MUST BE normalized. then |ai> can not be normalzied.
therefore, the condition for the |ai> is loose, we only restrict them to be finite.
In summary, state of the system |psi> , the one representing the particle, MUST BE normalized. while for the eigenstate of the system, the one representing stationary state, is not necessary normalized. However, for convenience, you can always find in textbook where the eigenstate is normalized, but as we see that this is impossible, therefore, if we are using normalized eigenstate, we don't write
|psi> = |a1> + |a2> +...|an>
but
|psi> = A1|a1> + A2|a2> +...+An|an>
to ensure the |psi> is normalized.