It could also be as simple as a fuse! Don't let the size or the frequency of a probable cause, fool you! Because trust when I say, the fuse can easily fool you. A simple check, either it's the problem or not, but if it is, how much did you just save yourself by making a simple detour off to the fuse panels. Fingers crossed its as simple as that!
Yes, it's supposed to click with the change of load size. It's probably stripped, hopefully its the knob itself not the shaft, at which point will require more. Not sure if I helped, or if you figured it out, but I thought I'd offer my input.G