For a vacuum to work, air has to escape from the bag and some dust escapes with it. It can’t be helped. If you want the best vacuum that keeps maximum power while emitting the least amount of dust, get a Rainbow or other vacuum that has a water filter. And change the water filter after every use or it will start to stink.
(I bought a used Compact Electra at a yard sale for $10. I ditched the power head attachment since I don’t need a powered brush, just maximum suck. And I LOVE it! It has a regular bag plus an extra foam filter that fits over the motor.)