Yes that's definitely not right. It's possible you have accidentally gotten a backflush disc from a Dual Boiler machine which has no relief hole in it.
Check the disc, does it have a small hole in the middle? If it does, make sure it's clear. If it doesn't, it's the wrong disc and you need the right one.
You won't technically damage the machine with a completely blind disc as the pump does have a safety valve on it that will open under high pressure. Wouldn't recommend it long term though.
If you are mainly going to be backflushing manually, you can keep going as is but just stop the water before you hit the peak pressure. This will still cycle the cleaner through but doesn't put the pump under too much strain.