This is perfectly normal! The rotary switch on the front panel has a mechanical time delay. If the switch is turned too quickly from position 0 to another speed, internally the controller will remain at position 0. This is the OFF position. The result is that the motor does not work, despite the fact that a speed is selected other than 0.
   
The problem can be solved by moving the rotary switch back to position 0 and then turning it slowly from speed 0 to speed 1. Then slowly turn from position 1 to position 2. Switching position should not happen faster than the mechanical time delay of the rotary switch!
  
This built-in mechanical time delay is important for the service life of the fan speed controller. It is necessary to prevent internal electrical sparking. Electrical sparking can lead to premature failure of the fan speed controller. It occurs when an inductive electrical circuit is interrupted. The higher the currents, the stronger this phenomenon. Switching the knob to a different speed switches off the current position first. Only after the mechanical time delay, the next position will be switched on.