William - if you have used your Miele thoroughly on high suction power and a lot of times, then that is what you could expect with the Super Air Clean filter. However, if you haven't used the Miele for that long, I suspect whoever you bought it from has had demo or run in time with it. Also it might not have been run for a long time, building up dust on the motor before it is deposited in the filter.
Generally I've only found some of the bags in my FJM machines to leak dust occasionally. I find this is more apparent with builder dust, wood work dust and general DIY dust - a fact that is noted already in the user manual. If the bag feels tight, it is supposed to - if it slides in easily with just a little audible click compared to the louder one it gives off when it is new, then the holder may not be as new as it looks.