"...is this something unusual?" In general, yes. I just wasted most of yesterday thrashing with BIOS, FDISK, Norton Disk Doctor, DLGDIAG (from Western Digital's web site), etc., before finally opening up my case and discovering what you did: jumpering the Master pins does not work when only one drive is on the cable (but it kinda sorta does).
My new WD300AB drive shipped with the jumper in a "park" position, which is electrically the same as no jumper at all. I assumed Western Digital followed the conventional jumper formats as the other brands of hard drives I've dealt with. When we assume, we make an ass of u and me.