Breaking Bad script and actual episode are totally similar, is that usual?

In terms of dialogue and visual direction, it's all planned out, though actors may change lines slightly.

In one interview, creator Vince Gilligan addresses it partially:

Q: What was the first character you created apart from Walt? Also, how much of the series is improvised by the actors? – Trionout

A: Every now and then Bryan Cranston might come up with a different line or two, but on the whole the actors stuck pretty closely to the script.

I would say it’s not much in the way of improvisation, but the writers and I didn’t worry too much if an actor transposed the word “the” with the word “a,” or other stuff like that. And as far as the second character created, I can’t say for sure because I’m not sure I remember 100 percent. I probably started with Walter White and fanned outward from him. I probably thought about who would a guy like that would be married to, so most likely Skyler was the second character I created.

The scripts were deliverately detailed as a result of the writing process. Noted in this article:

They have round about eight people in the room, and Gilligan is enchanted by the process of working collectively with really clever people who contribute equally to the script.

‘It’s like a sequestered jury that never ends,’ he said. ‘ We are sitting around a table and talking ad nauseam right down to the most minute granular detail - what the characters are saying, what they want, what they are wearing, what the weather looks like.

We are always seeing it in visual terms as well, we want the show to be visual storytelling.

The fact that they write the script with such visual detail suggests that the intention is to replicate it as much as possible when shooting begins.

It highly depends on the director. Some directors (mainly the ones who were actors themselves once upon a time) allow the actors to play out a scene a little here and there. These types of directors will encourage it. Don’t forget they often take many takes of a scene. Some actors are devilishly brilliant when it comes to saying or exploring their lines in a different way. Imelda Staunton, in every take, says her lines differently. She doesn’t add words mind, but the emphasis is on different parts of the sentence. This is slightly moving away from your question, however.

The reason you had been so surprised is because Writers are friends, what does an actor know about how something should be said? Writers, assistant writers, script assistants etc have worked so hard on making a scene as perfect as possible. Now, we all know how amazing Breaking Bad is, but a lot of blood and sweat went into making that script so excellent. The actors came to the process much, much later. During this period of script preparation so many lines had been cut, added, rearranged, torn up, thrown at the highest trash can in the room. It’s a process of extreme heartache, unless you are Shakespeare, of course. Even then I expect he had a small moan once in a while :-)

An actor who goes into a shoot, remember, there’s very little rehearsal for TV and Film and says this and says that when it’s not in the script will likely never be hired again. An actor has to serve that text, in the Theatre it’s called DLP, Dead Line Perfect. Every word, said as it is written, perfectly.