That is very strange behaviour...
I assume you are looking at overall values. Have you tried looking to see if specific pages are causing more issues than others (to see if there is a pattern or issue in specific areas of your site)?
Just a thought... is it possible that you haven't added your own site's domain to your internal domains... so that every time someone navigates to another page of your site they are being treated like an exit?
Without seeing the data or the site it's hard to diagnose... If I think of anything else I will let you know.