It's not a dumb question at all. Lots of folks including a lot of old timer guys make this mistake. And many stove manuals are not clear about this distinction for EPA stoves. By closing down the primary air you are forcing the draft to pull the air through the secondary manifold and out the burn tubes. That increases burning efficiency and heat output. With a modern stove burning good dry wood it should produce more heat at the correct low setting. For our stove the correct setting is from about 1/8 open to all the way closed depending on the wood. When you get into the late coaling stage you can start opening the air more to burn down the coals.