Correct. The knobs should not come unscrewed. Maybe apply a little Mystery Oil or Liquid Wrench on the shaft above where it passes through the threaded hole. Let it soak a few days and then work it with a vice grips. In the meanwhile, you can turn the cowl vent away fromt he breeze to reduce the inflow of air.
Except in very cold or bumpy weather, we rarely close ours. But it's a good idea to give them a spin up and down every so often so they don't cease up.