You're absolutely correct to be so frustrated, and yes, it is perfectly normal. To say that Pink Tail is rare is a horrible understatement, ESPECIALLY if you don't have any Alarms. If you do have some Alarms you can save and then use them to automatically encounter Pink Tails in the room, and continue to reload your game and repeat until they eventually drop the item.

Without the Alarm item you have to go through the incredibly painstaking process of the awful 1/64 chance to encounter and THEN the 1/64 chance to drop. It isn't unheard of for this to take days of gametime done totally legit without Alarms. Honestly, it may be more time efficient to completely restart the game, making sure to stock up on Alarms this next time around.

Cruel? Yeah, I mean, I suppose you could call it that.

Hoax? Nah, it exists. Haven't you seen the latest episode?