Yes we do and when I say "we" I mean children of alcoholics.
Any parent who doesn't know this is engaging in "magical thinking". I am sorry if that sounds harsh, it isn't meant to.
My Father was an alcoholic his whole life, he drank he raged he insulted he hit my Mother he hit me once. It was the whole alcoholic enchilada.
To top that off 3 of his brothers and sisters were alcoholics too (all except for one sister). So those early xmas and NY get-togethers were special.
The saving grace, in my case was that we moved overseas several times for several years so escaped the extended family dynamic (thankfully!).
All that said, we knew (we being me and my siblings) exactly what was going on we probably just didn't know why, early on. I didn't understand drinking at 3-4 probably, just knew that you had to be afraid when Dad arrived home because you never really knew "who" was arriving home. Was it the sober guy who was very aloof and rather grouchy most of the time or was it the man that would inevitably yell at my Mom for hours? No way to tell. Sometimes my Mom would send us all to our rooms if she knew (probably because he was arriving home late but this is pre-concept of time).
So yeah, we know, we may not know why, we may not know it's not normal because it is our normal but it's very destructive (short term and longer term).