There is no seal at the feed rollers around the wire as it requires the correct gauge wire and feed hole to slow down the loss of gas at that point ( easier for the gas to escape up the wire housing and out the welding end )
the gas is allowed to flow when the welding trigger is operated as that opens a gas solenoid that allows gas to the welding wire tube to exit past the shroud around the welding point

read you user manual well to be acquainted with the machines operation, and if there is a persisting problem talk with your supplier and consider a warranty service check