It's pretty normal; but not necessarily "healthy".
Air in that hose has passed through the air filter, maf, then the turbo's compressor vanes. The only possible source of that oil is the turbo compressor vanes. This is usually the seal in the turbo shaft.
Most of these turbos leak a little, and oil tends to collect in the intercooler. It's a good idea to drain it out, at least at every oil change (while you're under there).
A lot of TDI's do this when they're getting aged, and you can continue driving it for many tens of thousands of miles like this.
If it's accumulating, that oil will get sucked into the motor, and consumed. And that will lead to catalytic converter failure, as well as oil starvation if your motor runs out of oil.
One of the worst problems is if the leak becomes very bad, the motor will consume mass-quantities of oil, which causes the motor to surge, regardless of your throttle position - and in some cases, will cause an "overrun" (where the motor goes faster and faster, and can exceed max revs, and may not even respond if you shut it off - it will just keep running until your motor runs out of oil). 2002 and later have an auto-shutoff valve that cuts all air off when you turn the ignition off. You can also get it under control and stall it if you think-fast: put the car in 5th, and slam on the brakes.
When this happens, your turbo is gone, or nearly-gone, and you can swap it out for a new turbo.
