Marzio's comment gives a link to a formal proof that the Chaitin constant $\Omega$ is normal. Let me give some higher level intuition.
$\Omega$ is definened to be an algorithmically random number, in the Kolmogorov complexity sense. Check this beautiful answer by Laurent for a quick description of algorithmic randomness, or the wiki page. Or check the book by Li and Vitanyi. Normality is a specific property that random numbers have: intuitively, it is something you expect from a sequence of random digits, and when it fails that can be computably detected, so it must be a property of algorithmically random numbers. In other words, normality is a weak notion of randomness, while algorithmic randomness is a very strong one. It is easy to show that $\Omega$ is normal, because it satisfies the much stronger algorithmic randomness property, essentially by definition. On the other hand, it is hard to prove that computable constants like $\sqrt{2}$, $\pi$, and $e$ are normal, exactly because they are computable. No computable constant can be algorithmically random (because the algorithm that computes the constant can distinguish it from a random sequence), so to prove normality we need a much finer tool that shows that the constant is "random enough" to be normal, even though it is not algorithmically random. For the most part, we do not seem to have such fine tools yet.