Yes, this is standard behavior for the 30D. For this platform it is necessary to create VLAN interfaces in the CLI. You will first need to break apart the default internal switch, as discussed on this forum thread: https://forum.fortinet.com/tm.aspx?m=170456
I am not familiar with FortiAPs. I would recommend starting a different thread for that.
There is a *lot* than can be done only in the CLI, which I think is a testament to how powerful FortiOS is. The GUI is quite powerful, but functionality is necessarily reduced, especially on smaller platforms where those things wouldn't normally be done. The 30D is slow enough as it is, without overloading the GUI...in my opinion.