When having a sinus lift, is it normal for the dentist to hold your nose and ask you to blow?

Yes, this is normal, the sinus lift, as the name suggests will have contact to your sinus area, the dentist doing this can check if you are able to inhale and exhale through your nose, this is not only normal, but highly recommended

this procedure is necessary to control the sinus perforate, it is generally applied in the closed technique at least my doctors don't practice it much that it can be understood whether the sinus is perforated or not.It is not a commonly used technique.

This is called valsalva maneuver. It is performed for detecting any perforation of sinus membrane in sinus lifting operation. If there is a small perforation it can be repaired by collagen membranes. If you need sinus lifting operation, this means your sinus cavity get larger and there is no enough bone for placing implants in the edentulous regions of your upper jaw due to pneumatization. At first sinus is lifted and bone grafts are placed under sinus membrane to increase the bone height and volume. After 6 months healing of the bone graft then implants can be placed inside the newly formed bone. After 4 months of İmplant healing fixed prosthesis will be performed. It is a very long time for healing because bone heals very slowly. But you can continue your ordinary life during healing periods after soft tissue healing and suture removal which means 7-10 days after the sinus lifting and İmplant operation.