Yes, this is indeed a property of the selected style.
By default biblatex-ieee compresses multiple citations, but the brackets look a bit differently from what you describe in the question.
\documentclass[british]{article}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{babel}
\usepackage{csquotes}
\usepackage[style=ieee, backend=biber]{biblatex}
\addbibresource{biblatex-examples.bib}
\begin{document}
\cite{sigfridsson,worman,geer,nussbaum}
\printbibliography
\end{document}
![[1]–[4]](../../images/4f3650db29d5a06579753558c6645150.webp)
If you want the brackets as described in the question, you can set the citestyle to numeric-comp.
\documentclass[british]{article}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{babel}
\usepackage{csquotes}
\usepackage[style=ieee, citestyle=numeric-comp, backend=biber]{biblatex}
\addbibresource{biblatex-examples.bib}
\begin{document}
\cite{sigfridsson,worman,geer,nussbaum}
\printbibliography
\end{document}
![[1–4]](../../images/97eb1144a364ea53b883194bdb911954.webp)