That's proper. Let's try to explain why.
Many Windows external drives are formatted NTFS and on many Apple's this will show as readable and read-only. There are third part apps to fix this BUT I strongly suggest you use this opportunity to get another drive to prepare with the Apple with Apple's file system then copy all the files over. This way you don't risk losing what's on that drive.
Folk are often very upset when the external drive contents vanish. It's not storage.