Hi sumpe13,
No, this is not weird. The guitar is not a line-level signal source.
Yes, I was thinking the same thing. The pedal seems to be buffering the signal and adding a bit of gain.
Also, the pedal will have a very low output impedance, so it will have no trouble driving the Line In. However, if the guitar is directly connected to the Line In, it will have a much harder time driving that because their impedances are much more similar. Therefore, you get a voltage divider effect going on, and the signal that actually gets transmitted is lower.
If you want to go into the Line In with your guitar, use a buffer. I was doing this last week with a boost pedal in the FX loop: PS-2 too loud with a tube amp even with minimum volume setting - #5 by dan
With that additional control over volume, you should be able to sort out your Wet/Dry/Wet levels for your rig! I hope so.