There are two options when creating NS records for zones:
1) Set the NS record of each zone to point only to itself. Hence, domain1.com would get ns1.domain1.com, etc. The advantage of this is that the remote site doesn't need to do a cross reference to somewhere else and go look it up too. EG, if you have domain1.com's NS records pointing to ns1.domain2.com, then a lookup of the NS records for domain2.com have to be checked too to ensure it has the right location to go lookup where ns1.domain2.com really is. You could imagine the case where domain2.com's NS records point to domain3.com's name servers... This is obviously inefficient and results in a lot of unneeded chasing. So... pointing entirely internal seems like a no-duh, right! Less chasing! But... it also means you need to keep com's notion of your name servers in sync with your notion of your name servers, and when you add or remove them and/or change the IP addresses, you need to notify your com (through your registrar) that things have changed. (tech speak: update com's notion of your glue records).
2) Add an NS record pointing to an external server. This is common for server farms that sell you DNS services as part of their transaction as your registrar (ie, where you went to go buy domain1.com). They set your NS record to something like "ns1.godaddy.com". In your case, the previous zone owner set the NS records to all point to the domain1.com zone. This is actually helpful when you expect to change your address in the future. Rather than have to go change the IP address in all 5 of your zones, you only change it in domain1.com's ns1.domain1.com record and you're good to go. The other zones don't need to be touched. Yay! It's even more yay-full when you are managing 100 zones.
So, there isn't a right or a wrong here... It's a trade-off and different administrators do different things. Feel free to change it to the other model if you don't mind the zone-editing maintenance if you ever change anything. Personally, it's what I do when possible too: I like them internally self-contained. But then, that's also when most people fail to update the parent's glue records to match and there are tons and tons of zones in the world that are out of sync for exactly this reason: "oh, I'll do that tomorrow".
