Differential ADC - voltage on probes
Analysing

Tracing out what you're measuring, let's start with Vin+. If nothing else is loading the input, I would expect to see 2.5 volt. Why? Because the only thing connected is VCM, AGND, and the operational amplifier U1's input.

Assuming everything works correctly, the input draws a negligible current so the current through R5 can be ignored. VCM is driven hard to 5 volt by U4, and is connected to Vin+ by a voltage divider with AGND through R1 and R3, forming a resulting 2.5 volt.

Conclusion

Yes, seeing 2.5 volt on each input is normal and expected.