It sounds to me like your body isn't used to the cup yet. Or maybe the cup is sitting too low.
But keep in mind that dry runs do not work for everyone, and may not be an accurate representation of what things will feel like once your period starts.

If you can feel it, it's likely too low. Put the side of your hand against your vulva like you're going to karate chop your lady parts. Press in. Can you feel the cup with your hand? If you can, it's too low, which might mean improper insertion, too big of a cup, too low a cervix, or too long of a stem. The wrong time in your cycle can mean your cervix is a different height than it will be when your period starts. Keep playing around with it. Try through at least 2-3 cycles as well.

I only get that full hanging-out-of-me feeling when I'm wearing a cup that's too long for me, or the cup is sagging because it's full and falling out (not that it would ever FALL out, but the bottom is pushing its way through my vaginal opening).