This shouldn't really happen if at least the spray gun doesn't leak when it is under full pressure from the tap being turned on.
It is analogous to blocking the top of a drinking straw in a cup full of cola and lifting it up - no cola can escape from inside the straw until you lift your finger off.
Air must be leaking through the tap connector to displace the water trapped in the hose and causing it to flow out.
Double-check the flat o-ring nearest the tap end on the connector. Then check the standard dougnut o-ring on the male part of the connector if it is the quick-release push on type of connector.
In any case, you can buy a tap connector with a one-way valve built-in to prevent back flow (if one wasn't included as part of your accessories).
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It is analogous to blocking the top of a drinking straw in a cup full of cola and lifting it up - no cola can escape from inside the straw until you lift your finger off.
Air must be leaking through the tap connector to displace the water trapped in the hose and causing it to flow out.
Double-check the flat o-ring nearest the tap end on the connector. Then check the standard dougnut o-ring on the male part of the connector if it is the quick-release push on type of connector.
In any case, you can buy a tap connector with a one-way valve built-in to prevent back flow (if one wasn't included as part of your accessories).