I did all the main quests and almost all the subs I found, but I'm at 25 while Yakumo temple suggested level for Normal is 40.

Is that normal?

Grinding dungeons is the only way to keep my lvl in pace with the main quest?

This is normal. The NA version is running at 1/5th the normal experience rate. Your choices are grind or shell out some cash to grind less.