KitchenAid's manual for the stand mixer contains several warnings not to use the dough hook on any speed other than 2. While lots of websites explain how high speeds can overheat the dough, what can go wrong at low speeds?
A KitchenAid mixer does not have adjustable gearing; at low speeds it’s being run at low power. If run at low power with a viscous, resistant load like bread dough it can end up stalling, either continuously or repeatedly during the knead. This can overheat the motor and reduce its lifetime.
Simple, the motor of this mixer, when using the dough hook, will be overloaded at any other setting but 2. (They are not concerned about the temperature of your dough)
Bottom line, this machine is underpowered for this job.