This is just the way bitcoin works. You don't have an "account" with a balance like you do with a bank. The wallet metaphor is more accurate. Your wallet is a collection of individual payments and it adds up the total to show you a "balance".
Bitcoin is a journal of who paid what to whom. Each payment is either "spent" or "not spent". The wallets keep all the individual payments stored together. When you pay an amount to somebody, the wallet software collects up "enough" individual amounts, and creates a transaction that pays somebody else an amount, and pays *you* the change.
Suppose you received 0.8btc and 0.6btc and want to pay somebody 1btc. Your wallet will select the 0.8 and 0.6 inputs to spend, sending 1btc to the person and 0.4btc back to you as change. The 0.8 and 0.6 are now gone, and you have a new 0.4 in your wallet to spend. Bitcoin-Qt doesn't show you the address, but it's there.
This is how people can get into trouble with paper wallets - they think of it as an account with a balance. You have to deal with the change or bad things happen.