I have owned an M&P40 for about the past year and shoot it often. I do not have the problem you described, but I do notice that it definitely throws the first piece of brass from each magazine in a different place than the rest of the spent rounds. I thought that to be odd. Especially considering it happens whether the mag is loaded with 5 or 15 rounds. Thankfully, they all clear my head, so it is not a distraction. In your case, I would have it fixed however possible. You can't shoot at your best when you are dodging hot brass all the time.