It’s not weird. The Church grants a partial indulgence for the holy souls if you pray for them in a graveyard. During the first week of November, the indulgence is plenary (you can get one every day for the Holy Souls only, not for yourself).
I routinely pray in graveyards to get the indulgence for the Holy Souls. If I cannot enter the graveyard because I’m driving past it, I just say the Eternal Rest prayer as I pass.
If this is a Catholic graveyard, nobody will give you any hassle for praying there, as long as you’re there during normal hours, in other words don’t be showing up at 2 am to pray for the Holy Souls unless there is an all-night church vigil happening because otherwise someone may call security on you thinking you’re there to vandalize the graveyard, or to get drunk or high or do weird occult things there, etc.
If you should ever wish to pray in a non-Catholic graveyard, you may need to be a little more quiet or hidden about it because some non-Catholics don’t believe in Purgatory and would be affronted at the idea of being prayed for. I do it anyway, I just don’t let on that I’m praying or go around kneeling or showing a rosary or Holy water or anything. When I go to a Jewish cemetery I say some Jewish prayers, a Quaker cemetery I say a Quaker prayer, etc.
