BMK2 used in cathode-biased amp

[makinrose]

I just got a digital oscilloscope and was using it to trace signal.  With multimeter hooked into the amp to measure the bias current and with signal applied into the amp through a dummy load.. I noticed the bias currents go up significantly when the signal is applied and volume increased. This is one of the amps that have the adjustable cathode bias.

I've learned that for cathode biased amps a signal increase should increase voltage across the cathode bias resistor hence decreasing the bias current into the tubes. But in my case its doing the opposite.  This would mean if I were to play at louder volumes I'd have to bias the tubes alot colder.

Is it normal for the amp to do this in my current setup?

If I'm reading your post correctly it's completely normal.  When you set the bias be fixed bias or cathode bias you are setting the idle condition.  This is why when you set the bias you turn the volume down so you know you are setting the amp without any signal applied to the power tubes.  When you apply signal, you will see an increase in dissipation.