It is not unusual to be able to hear scratching sounds behind your ear. I have ReSound Quattro’s and they have excellent feedback cancellation, excellent wind noise control, at least with the settings my audi provided me.
BUT, when I put my RITE(RIC) devices on in the morning, one test that I do to see if the receivers are reasonably positioned in my ear is that I run a finger over the topic of the HA body behind my ear where the body with the 3 mics is and listen to the soft scratching sound that I generate. On very windy days when my hair is shaggy, I hear little or no wind noise from the mics themselves but what I do hear occasionally is if a gust of wind disturbs the HA’s or blows my shaggy hair against the mics, I will hear a rustling sound. Same for jostling my glasses and displacing the HA’s against my hair.
There is a typical hearing aid setting across brands called “expansion” - this effectively adjusts how much soft sounds are amplified. If you have very good low frequency hearing, you might actually hear noise generated by the HA’s themselves in a very quiet environment or perhaps soft noises like your HA’s rustling or the refrigerator running could be a bother that your mind can’t tune out for some reason. By raising the floor for soft noises with the expansion setting, your audi can make soft noises softer or potentially make them disappear altogether - but you might miss out on some noises that you want to hear, too. There are trade-offs. As cvkemp says, nothing is written in stone. Experiment and see what works best for you!