The Online Launcher for Age of Empires Online seems to be stuck. I cannot click Play Is this normal?
It only works when I start the launcher as administrator.
Yes, this is normal.
The Age of Empires Online launcher, requires administrator access, so it can successfully patch the game, if a new patch is available.
To launch the game with administrative rights, right click the launcher executable and press "Run as administrator".
As noted by Drackir in the comments, you change the properties of the executable to always run as administrator;
The reason it needs administrator access is because it downloads files and puts them in the Program Files directory... And to edit Program Files it need administrator access.