Yes it is normal behavior. The component of a violet wand that makes the buzzing sound that you hear, is a pair of vibrating tungsten contacts which are magnetized by the wand's electromagnetic core. The magnetizing is an alternating process, which makes the contacts push together and pull apart very rapidly, causing the buzz. The higher you turn your wand, the closer together the magnetized contacts get.
If your wand is turned low, the contacts are farthest apart. When you hold your wand upside down, gravity then pulls the contacts apart even farther. This makes your wand sputter and even shut off. You can control this by turning the wand's power higher, or holding your wand more upright.
If you prefer not to 'deal' with a regular wand's electrical coils, you can get a solid state violet wand. They do not have the vibrating contacts.