Yep that's normal. Although the Bose sub is much better than the standard sub it still shares the same tupperware enclosure. I've had one of these on a bench and the thing actually vibrates so much it moves along the bench at an alarming pace.
It's very easy to push it beyond its feeble limits.
I've spent many hours/days trying to get decent bass from the A3/S3 setup and eventually came up with the AndyMac Stealth Sub.
This consists of a custom enclosure made fom 18mm MDF (which fits the same location as the OEM sub), a JL Audio 6.5" sub and an Alpine 300wrms amp hidden behind the rear speaker panel.
The amp links into the original Bose wiring loom, so you only need to run power to it from the battery.
The install takes 4 hours and is a huge improvement on the woolly Bose sound. Not only does it give you clear punchy bass but also allows you to run the Concert HU with -2 to -4 bass setting thus relieving the cabin speakers from a job they can't cope with at louder volumes. So the overall sound is improved with less distortion all round and you can drive the system harder if needs be.
I've made over 20 of these for various people on the forum and installed about 12. If you do a search on "sub upgrade" you'll get various reviews.
It's not a cheap option at £330 fitted, but is a lot cheaper than going totally aftermarket, and retains your boot space, CD changer and OEM look of the HU, and of course is totally hidden from any would be thieves.
Let me know if you're interested, as I have a couple in stock at the moment.