Hi Dandelion,
This is a common complaint that I hear from most of my vaginismus patients. Many find the pulling out sensation way more uncomfortable, or a very strange sensation.
This is because you are pulling against the muscle, as opposed to pushing the dilator in, which goes with the muscle.
You can try bearing down when you pull the dilator out, that should help.
The sensation does get better the more you dilate and relax and stretch the muscles.
Melissa