Yes, that's what it should do if there's no expression pedal present. The problem is that there's no way for the FM9 to know whether there's an expression pedal present.
With an expression pedal plugged in, the voltage on the sleeve of the TRS jack is 0 volts, the voltage on the tip is maximum voltage, and the voltage on the ring could be anywhere between 0 and maximum voltage. If no expression pedal is connected, the voltage on the sleeve is still 0 volts, the voltage on the tip is still maximum voltage, and the voltage on the ring is maximum voltage — which is still between 0 and maximum voltage. To the FM9, it looks exactly like an expression pedal at toe-down position.