The Kiev 4a / 4am seem to all have that same attribute. The winding feels coarse, more like a grinding. I know it seems strange but the camera is working fine -- the film advance on my Kiev 4a works as it is supposed to.
I did try to lubricate the film advance on my Kiev a while ago -- I used some very light synthetic sewing machine oil, and placed a few drops around the winding knob, as well as internally on the spools. It actually helped. But you have to be careful to not over-do it, you only need to use the oil sparingly.
FWIW, I also own a Kiev 2a that was manufactured in 1957. It does NOT have the grinding feeling -- the quality control evidently was better on earlier models.