That's the way it is supposed to work. The water control valve has an opening at the top and bottom. The top goes to the shower and the bottom to the tub. When shower, you close the tub spout so that the water will go up to the shower head. When you use the tub, the water follows the path of least resistance and goes out the spout. There is nothing wrong with you system. You can't run water in both places at the same time.