I don't want the family business but I feel guilty about it, is that normal?

Yes, and Kris Kluver names this archetype the Wanderer. The Wanderer is a family member who doesn't quite fit. The family business doesn't appeal. The path that was laid out doesn't either. They have a calling or a passion that has nothing to do with the family enterprise, or they're searching for one and haven't found it yet. The guilt is the universal feature. In most UHNW families, choosing a different path feels like betrayal. It usually isn't. Kris Kluver tells the story of a Texas third-generation ranch family where the youngest son wanted to be a marine biologist and gave it up to work the ranch out of guilt. Fifteen years and three marriages later, the cost was visible. The Wanderer's job is to claim their own path. The family's job is to support it without making them carry guilt for choosing it.