I've had pretty much the same experience... I don't think it matters. What matters is if you enjoy it, if the intimacy you have with the other (assuming there is another) is good, and the fact that you do actually climax. Everybody has different sexual experiences, and I understand that a lot of women feel the same way that we do. It's a male myth that all or most women climax internally... apparently for the majority of us most of the time that's not actually true. You wouldn't feel bad about not climaxing in your breast or knee cap... it doesn't matter where it happens. You get satisfaction in the way your body responds. There's no reason why it should respond one way or the other. Neither is better or worse... don't get hung up about "shoulds," just be glad that it does happen. You're not an alien.