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Almost all sanders have that problem, unless you go down the pricey festool or mirka route.
The problem that I find with the more expensive sanders on the market is the running cost is higher as you have to spend more on the sandpaper and pads (when they wear out). The collection is noticeably better but you still need to wear a dust mask because of this I'd rather buy the cheaper models.
I have the dewalt that soul linked which was an upgrade from a cheaper bosch green I had. I like it a lot. One thing to note is it has a stupid sized hose port so if you want to connect a dust extractor to it you need to get an adapter. Dust extraction is pretty good, (but it's no festool).
I'd sell mine and upgrade to a 6 inch festool if you want it.