That’s pretty normal, isn’t it? Admittedly I can’t recall any true clip episodes apart from this one right now (unless you count the Community “clips of hypothetical episodes that never existed” episode, or the Avatar “characters go watch a play about the events of the preceding 3 seasons” episode), but my vague recollection is that they would always have some sort of frame narrative, even if it’s as simplistic as “characters reminisce”.
Edit: oh actually, speaking of Avatar, if I’m remembering correctly, Korra did a clip episode. I think the creators made a public apology ahead of time basically saying “we had to do this for budgetary reasons”. I don’t remember what the frame narrative was around that episode. I do remember it involved these awful “extra cartoony” figures popping up in the corner throughout though.