Previous posts indicate this can happen if you use something like pex or cpvc to run to the showerhead and or spout. Also, if you have the valve plumbed wrong so that the tub outlet is feeding the showerhead, etc.
Now, if this really has a divertor valve, verses the pop up in the tub spout, it sounds like it is leaking. One of the pros may have some more ideas...
Important note - I'm not a pro
I notice on the spec sheet for that valve, it says to NOT unplug the bottom outlet of the moentrol to use for a tub. This will cause improper operation is says.