Most amps will behave this way.
Speakers need a certain amount of power to get them moving. They all have resistance to movement. Lower frequencies have more energy, higher frequencies less energy. The low frequencies will move the speaker easier/more.
When the amp is running at low volume, the higher frequencies won't have enough energy to move the speaker freely, hence you turning up the treble dial to let more volume (energy) into the speaker to compensate the higher end.
Of course, there are other factors involved, efficiency of the electronics/tubes; the ability for the amp to render a consistant tonal response from low volume to high volume. These are not hi-fi amps.
I would dare say your ears, too; what they hear as the volume changes.
Having said all that, I could be wrong..... somehow, it makes sense so I'll stick with it.