This may be a silly question, but I have no experience with proper dust collectors/shop vacs.
Do shop vacs/dust collectors, when operating, eject much air? I ask as I have a super cheap wet/dry vaccuum, that has a blower feature; and when I turn the vac on, it instantly begins both sucking and blowing simultaneously. I find this... annoying as it starts blowing crap everywhere that I would like to not be blown around!
I've been working in my garden for a while but I'm getting a proper workshop shed soon so will definitely not want things blowing around!