And bizarre. That can't possibly be the way it was designed to work. Had it been a long time since you've used it?
I bought a shop vac 2-3 weeks ago when I needed to suck up disintegrated carpet pad. I read reviews online and figured out which was Consumer Reports Best Buy from comments on Amazon. I get the magazine, but not the internet site which is where it was reviewed. It got mixed reviews on amazon because everyone loved the vacuum but one feature is that you can also use the exhaust port as a blower. Air blasts out of there at an incredible rate and if you have a whole room full of dust you're sucking it up at one end but blowing the remaining dust around the whole room with the exhaust port. From reading the reviews I discovered they make a "muffler" that fits into the port and is supposed to reduce the noise level (which I don't think is bad at all for a shop vac, really) but it also changes the pattern of the exhaust air so it doesn't blow hard in one direction anymore.
I've never had a shop vac before and absolutely love it. Dh balked initially at getting the 14 gallon shop vac, thinking a smaller one would be fine for dust. He was singing a different tune altogether when he had to suck disintegrated wet toilet paper and poo off the basement floor. Ack. It's all disinfected and dry again now, thank goodness.