Is it normal for portable programs to create registry entries?

For applications here that don't provide a way to prevent them from storing entries in the registry, the portable launcher (AppNamePortable.exe) handles them. It does this by backing up any existing registry entries from a local version of the app and then loading the portable version's entries in before running the app. On exit, it saves the portable version's entries back to the portable app's Data directory, removes the portable version's entries, and the restores the local version's entries if there are any. 7-Zip, for instance, stores its settings within HKCU\Software\7-zip and provides no way to store them in an alternate location like an INI or config file. So, the 7-ZipPortable.exe launcher handles it. It's also worth noting that entries are made within the registry to specific locations for every app you run regardless of publisher or format as well. So, it's incorrect to think of any app as 'stealth'.

Note that the above explanation only applies to apps in PortableApps.com Format. Non-PA.c Format apps that use the registry will generally leave registry entries as they are created.