The foundation is cement blocks and I have recently noticed that there is no cement between them. Should there be?

There should be mortar between the blocks not cement. What do the blocks sit on, that is your actual foundation.

Mortar containing cement might be more accurate. In my humble opinion, blocks without the proper mortar installed on their horizontal and vertical intersecting surfaces are of basically no structural value. (except maybe those used for no real structural purpose and special designs such as surface bonded cement block walls). It has always been my understanding that a block or brick structure gets it basic strength from the mortar-not from the block or brick. If you stand back and look at the joints in such a wall, it is almost like the blocks or bricks are "forms" for the "real" cement mortar structure.

I bet OP means that there is no concrete poured into the cells of the CMUs. Pretty standard practice for stemwalls or crawlspaces.