It is a common behaviour?
Sadly, yes. It is quite common at certain levels of organisations.
In my experience it's most common at the lowest level of leadership in an organisation - team leads, shift managers, and the like.
I suspect this is partly because it's the level in the organisation where someone is first given leadership responsibility without yet having experience or training to lead effectively.
Performance reviews and feedback
Most of the leadership training I've had on PRs suggest that an employee shouldn't hear a piece of feedback, especially negative feedback, for the first time during the PR meeting. This means that if they have any feedback for you your team lead should be giving that to you outside the PR meeting.
There are many reasons for this, here's three but I'm sure there are many more:
It prevents addressing problems informally - PRs are infrequent and usually relatively formal (compared to
unstructured ongoing feedback) and by storing up feedback until
these meetings the employee is prevented from correcting negative
behaviours before they become 'formal' problems.
It works against the intent of PRs - It can make the employee defensive in what should ideally be a collaborative meeting. It shifts focus to blame and defensiveness for past behaviour and away from developing a collaborative approach to future challenges. It's the workplace equivalent of the dysfunctional behaviour of couples whose arguments spiral into them reciting a laundry list of every perceived slight their partner has ever made: "yeah, but remember last year when you used all the toothpaste and didn't buy more!"
It negatively impacts on the company and employee - It means that the employee will be engaging in the negative behaviour longer which could worsen the impact to the organisation, ingrain bad habits into the employee, and slow down the employee's career development.
Timing of feedback more generally
The general consensus on giving effective feedback is that the most productive time to give feedback is as close to the observed behaviour as possible.
Have I done something wrong asking for feedback?
Absolutely not. Giving feedback and developing employees is one of the most important jobs of a leader. Receiving feedback on how to develop themselves is an important part of the employee's compensation.
What can you do about it?
More important than whether it's a common problem is whether you can do anything about it.
You say you wanted feedback to find out "if we are both comfortable with this new team organization". It seems that your team leader has inadvertently given you the feedback you want: Their refusal to give you feedback shows there is a difference in expectation between you and your team leader about each of your roles on the team which is making you uncomfortable.
You have a few options available:
Ask for a meeting with your team lead to discuss your expectations
about receiving feedback. Let them know why you think it's important that you get feedback in a timely manner.
Seek feedback yourself from other people you interact with as part
of your job. These could be people in your team, people in your department, people in other departments, or customers. 360 degree feedback is very helpful.
Seek a mentor in the same field in another team or outside of your organisation. (This does not solve the day to day problem but means you won't be stuck without any useful feedback).
This option requires some delicacy because in some organisations
jumping the chain of command can lead to negative consequences. Consider getting in touch with your team leader's manager and communicating your concerns to them - let them know why you'd like feedback and make it clear you're supportive of your team leader. Use your best judgement here.
Find another job where you will get support in developing yourself. This might sound like an extreme option but if you're interested in progressing in your career or developing your skills then finding the right environment is key.