Yes, this is perfectly normal. Appending
--ca-certificate=/etc/ssl/certs/ca-certificates.crt to
WGETFLAGS or simply running
c_rehash as root should do the trick.
Your caution isn't unwarranted, by the way:
Tor seems to have been targetted in the DigiNotar fiasco, so make sure you fetch todays Slackware updates as soon as possible (if you haven't purged the certificates by hand already).