I use a two piece die. Recently, I do use a plastic milk jug spacer at the bottom of the die, like LAGS; but never had a problem with powder loss, before. Something is not square or flat, or plumb, for it to be able to push powder out the bottom of the die. A deflecting backing plate might cause it. I use a two inch thick steel plate for a backing plate. An inverse beveled bottom on the die might cause it, as well. My first suspect would be the ram of the press not pushing square against the die piston.
Nobade; it's one of those pesky physics things. I can't explain it, it just doesn't. Or at least, it isn't supposed to.