My Weber is the same way... goes from Off to High, then around to Low. In fact my gas stove in the house is that way... I just checked... goes from OFF to HIGH/LIGHT around to LOW. (of course it has a feature that sparks should it detect a low flame...)

I think the reasoning is that you need a good gas flow to get things started. Heck, I think my propane torch is that way too.

Due to this sort of design... I always get the sparker or lighter going well in advance of opening the gas valve. I remember my father in law used to do it the other way around... open the valve and then apply the flame... explained his lack of eyebrows. GRIN