Just received my PPL from CASA (converted from a EASA one), and found no mention of a radio license on it, is this normal?
Yep, another of CASA's wonderful Part 61 'improvements': pilots in Australia are no longer issued with a radio licence; you are authorised to use the radio by virtue of holding a flight crew licence:
CIVIL AVIATION SAFETY REGULATIONS 1998 - REG 61.435
When holders of pilot licences authorised to operate aircraft radio
(1) A person is authorised to transmit on a radio frequency of a kind used for the purpose of ensuring the safety of air navigation if the person:
(a) holds a private pilot licence, commercial pilot licence, multi-crew pilot licence or air transport pilot licence; or
(b) holds a recreational pilot licence with a flight radio endorsement.