I fear something might be wrong with your PO-33. On mine, all step lights work as expected, both half-lit and full lit states. Also my speaker always starts outputting sound when I disconnect the audio jacks, although admittedly the jacks are a bit stiff and sometimes I need to use a bit more force when plugging in to get a full contact.
Hmm, one thing to check - whenever plugging into or out of the audio output, double check that master vol setting is retained correctly. IIRC the mastervol sometimes sets itself to zero when messing with plugs, its become habitual for me to always reset master vol after plug/unplug, so much so that I forgot I always do it