Well that's the way it's supposed to work....

Spektrum caused some confusion initially by calling what you're seeing "Failsafe" and a later version which is only available on the 9 channel and above, "SmartSafe".

Then they started changing the definitions of each one, more confusion.

Basically, with the 7 channel and below rx's the only servo that can be driven to a pre-selected position on signal loss is the throttle. All other channels remain at last commanded position. What you're seeing when the rx is powered up and before it links to the tx has on occasion that I've seen been referred to as "Failsafe". This is not the case in the traditional sense in that when you finish setting up a model, you should re-bind it with the throttle in the desired failsafe position. All others are set where they should be on power up accounting for servo directions and sub trims. This is the position the rx will drive the servos to until it links with the tx and is important as some guys with retracts found out early on. They'd set their retract servos and needed the travel reversed, but did not re-bind after setup. So when the model was turned on, it would retract the gear and then extend it when it linked with the tx.

As I said, only the 9 channel and above rx's can be programmed to drive all servos to a predetermined position on signal loss.

Hope that helps clear up some of the confusion as what you're seeing is normal.