No, that's normal...from 0 to 1 is the fan on speed 1 and the air flaps open from a fully closed (0) to fully open (1)...from 2,3,4 the flapper valves are fully open.
Try this...change the speed switch to different positions within the 0-1 zone and you'll hear the flapper valves hum as they cycle open and closed...
Duey