Yep, that's expected. Since square waves are pulsing between 0 and 100, instead of fading like a sine or triangle, if you set PW at full on or off there's no signal coming from that OSC. If you turn it up or down a few % you'll hear it again. In the very narrow PW, ~2-5%, you might need to boost the OSC mix level to compensate.
Good stuff to keep in mind when you use PWM, too. If it modulates to either 0% or 100% at a slow rate that OSC will drop out for part of the mod cycle. But that allows for cool PWM tones at higher rates, so it's a good option to have when used intentionally - or by a happy accident!