That's the way things go? I always adjust my electric guitar levels with palm mutes, palm mutes being the peak. But really, my palm mutes aren't that much louder than the open notes. Once compression is applied to the master, everything will fit together. If not, then I think your technique needs some work. 8)

Indeed, it's not a hugely audible issue, but I noticed it made my compressor jump. I thought maybe miking it farther from the grille would reduce the proximity effect and therefore maybe reduce the issue. But it doesn't really seem to be an issue in the first place I guess.