Return air registers use space between the walls instead of ductwork?

I was patching a hole in my wall this weekend and noticed that I could feel a large amount of air movement from inside the wall. There was a register on the same wall at the other end of the room so I popped the cover off and there was nothing. It just went to open wall. I went down to the basement and I do see that the intake side of the heater has ducting going to that wall but instead of any ducting going in the wall, its split like an orange and sealed to the bottom of the wall. It looks like someone purposefully used the inside of the walls as ductwork for the return air. Is this normal?

P.S. I found that the source of all the air movement was a register in the room above it with the exact same setup: all the air was being pulled into the wall from the basement split in ducting.

submitted by /u/fuck_all_you_people
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