No, I don't believe that they will expect that you have already done a Masters thesis on it. And yes, it is totally normal to study something unrelated to what you have studied in the past. In all honesty, many first and second year Ph.D. students are still figuring out their EXACT research interests, so I really wouldn't spend any time at all worrying about the fact that your interests may have changed. My work before grad school hardly related to my exact research interests, and I don't believe that it hindered my admissions process in any way at all. The importance of the SOP cannot be underrated, use this to explain how your research interests evolved!