Is it normal to feel impatient in lectures when a lecturer explains material that could be obtained from textbooks? I am a senior PhD student who greatly appreciates learning about allied fields. I had been a huge fan of Massive Open Online Courses (MOOCs) and I believe some of them steered the course of my life towards grad school. However, I am more and more getting impatient in lectures. I am a Mathematician but I like to study Economics and Computer Science for fun. My university pays for any courses I would ever want to take as a PhD student so I try to enroll but I am losing my patience. I feel the instructor is taking up too much time explaining things that I could grab off the textbook in much lesser time and in the process, form the connections better. Is this normal?

As someone who has had 20 years of schooling since kindergarten, is it normal to get impatient and want to do things by myself. I know I am implicitly making the assumption that one is motivated enough to stick by routines but that's fine.
You have to take into account that many of the courses you attend are not made for you. They are probably made for people that have a lot less experience. Even though you might not have a lot of knowledge yet regarding the topic you are attending a course in, you have much more general knowledge and acquired learning skills throughout your PhD. 

If you want to learn these new things through courses, I think you just have to suck it up as the focus of these courses is probably on less experienced people. Alternatively, you could pick up some text books and start learning like that.