Actually I raised this question a while back as I noticed the sine wave was definitely not "pure", but was not sure if that was normal for analog synths or not.
Yves Usson very kindly investigated my question and gave a great explanation that the sine wave sub osc is actually not generated independently but is created from a mathematical formula applied to the saw or square wave (forget which). I might be getting that slightly wrong but that was the basic idea. So that is why those extra harmonics are in there. It is more like a "pseudo-sine wave" since under the hood it has its origin in the saw/square wave (again, forget which). He confirmed it is definitely not a clean sine wave - so that is normal, your unit is not defective - but at the same time it was not really intended to be used by itself, as its primary intention is to be used as sub oscillator underneath everything else going on, where you would not hear those extra harmonics so much.
So yeah... basically, you have to accept it as it is... a sine wave with character
or use the tricks beefinator suggested (I prefer the first option, I like character!)