This is the default way that SAS (all procedures) handles categorical variables. There are different ways to parameterize the model, each with different coefficients, but each parameterization produces the same model and predictions. Under your parameterization, the value of the last level alphabetically (in your case, level 3) is set to zero. The true effect for level 1 is really intercept + level 1 coefficient = 7.76 + 0.3812, and so on.
Instead of trying to interpret the model coefficients of class variables, you probably want to use the LSMEANS command and interpret the LSMEANS values.
A better idea, in my opinion, is to treat CD4 as a continuous variable rather than as a class variable CD4_LEVELS.
... View more