not doing anything wrong, it's common for smaller particles/debris that don't get trapped in the filter itself to "float around" inside the canister of a pressurized system (when it's not under pressure of course)....at least it isn't going directly back into the spa water causing more of a mess, some spas that have traditional filtration don't have any type of barrier to prevent all the crap going directly back into the water which can be a pain in butt when you pull a really dirty filter out to clean it.
