Is it normal for my eyes to be itchy at a gas station?

Gas. The fumes from the gasoline may trigger an allergic response. This in turn can cause eye itching. Try some artificial tears if the itching persists. If this is not effective, call your local ophthalmologist.
It can be. If you have dry eyes and that means an insufficient tear layer on your eyes, the volatile organic compounds (vocs) can more easily contact the cell membranes of the cells that compose the surface of the eye and dissolve in minute amounts into the cells, causing minor cellular damage and inflammation.