Not doing anything wrong. Unlike the Dillon which does not drop powder except when a case is present, the Star will drop anytime you activate the head.
Easy way to eliminate this is to have an empty case on hand that you can insert and manually rotate with the plate so when you begin actual reloading, the powder will drop into it. When you remove it empty the power back in the tube.
If you use a primed case you can just load it.
If you use just brass, use a nickel case and that will be the reminder. Just leave the spent primer in it t prevent leaking powder.
You can also just hold a case or small scale powder plate under it to collect the powder and then dump it back.