Sure it's quite normal, once they own most/all of India they have to go somewhere, right?
I'm yet to see Marathas do such move, but it can't be that far in my Ottoman Game as they own all of India (excluding rebel Ceylon and Mysore). They will either declare war on me and push to Europe trough Persia or then they'll gather mighty navy and sail and hopefully destroy GB for me.
But AI does lot more naval assaults now, although sometimes they don't make much sense.