Hello. It should not be doing that. I would look at the pxFlow page. You should see a page for the subflow (before you get to the end shape) and the parent flow. It should essentially be the call stack. There should be references to the parent in the subflow. If they aren't there, I'd want to know how you are calling the subflow.
I took a look at pxFlow(subflow_name) page before end of the subflow. It contains propserties related to parent flow (pyParentFlowPath, pyIssuedFromFlow...). Page pxFlow(parentflow_name) is also presents at the pyWorkPage. I'm calling my subflow from parent flow just using SubProcess shape.