Kubota’s website indicates the LX4020 has “hydraulic power steering”. Assuming that is correct, yes your experience is normal.Every time I use my lx4020 the steering wheel is ends up in a different position. I have a spinner knobs positioned at nine o'clock when going straight but after using the tractor it ends up somewhere else. Is this normal?

No, it will not.If a tractor with this type of steering is parked the same way with the steering wheel in a certain position, will that take care of the problem?
No. You just have to get used to it...it's just one reason I don't like 'spinners' on my tractor.If a tractor with this type of steering is parked the same way with the steering wheel in a certain position, will that take care of the problem?