That's all completely normal.. when you play a song that you've been practicing for a long time or that you're really familiar with, you eventually don't need the sheet music or depend on it much less (which is really what you're supposed to do). The benefit is that when you're comfortable enough to not have to rely on the sheet music, you can allow your own feelings and interpretation of the piece kick in. It's part of the joy not only for the musician but also for the listener. I love to listen to the Sibelius violin concerto played by Sarah Chang and then by Julia Fischer - two very different versions of the same amazing piece of music. It wouldn't be the same if they just played the notes on the page.
When I was a kid I would play a piece over and over and over again until I didn't need the sheet music, and then I could just play and FEEL what I was playing and not think about reading the notes, and it would sound totally different.