It is normal - when starting Mach it takes over the PP and pulls low all the pins. What is not normal is that you don't see the direction pin changing state when moving the axis in different directions. This is strange. You didn't have anything connected to that pin when doing the measuring, did you? I don't know why that would happen...
Where did the D-sub 25 connector go in? How did you plug into the PP DB25? Can you measure the voltage of say the direction pin while it is not connected to the Gecko and compare it to the voltage when it is connected to the Gecko?