Its due to how the art for the brush is created. It's a compound path. Create brush artwork without compound paths to prevent this.
you can use a compound path, but you have to select the correct fill rule in the attribute palette. Set it to "non-zero". After doing that you may have to correct path directions
I always learn from you and Scott.
The Brush artwork does not have to be a compound path for this to occur. The even/odd and non-zero fill rules apply to simple paths, as well.