I am not sure what "single groove" might mean in this case - like just one bar, axle? Well, that is quite normal, I mean, if something is not obviously missing. These ultra-compact strollers are definitely not for any terrain; all these travel strollers are meant for occasional strolls, traveling, airports, and shopping malls, and they weren't designed for everyday regular bumpy road rides. I just want to say that yes, compared to a larger stroller, they will always offer a bumpier ride, and they should not be thought about as daily pushchairs - read more about ultra-compact strollers here.
So I don't think there's anything wrong with your buggy, at least if it doesn't do anything that other similar buggies do as well.