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It usually means there's some channeling happening. The water finds an easier way through the puck and rushes through, resulting in an incomplete extraction and some mess on the other side (and using a bottomless PF helps you spotting this happening).
When removing the PF you should be able to see "holes" or pits where the water went through and the channeling occurred.
Has anyone here with a Gaggia/Rocket/Rancilio ever experience some "spitting" when using a naked PF?
It seems my Classic does this a fair bit. There are some of the holes from the PF from which the coffee comes out with what seems to be more strength and in diagonal line therefore spitting coffee on my water tank, grinder and kitchen top.