Welcome aboard!
It is the nature of the [little] beast! The only time the P3AT doesn't eject far and wide is when it ejects straight up. :
I haven't tried it yet but I recently bought a small fish net from a pet store. I'm going to try to shape the wire so that I can slip the handle under my archery arm guard and if not catch at least deflect the brass so it lands close to me. It is going to be a Rube Goldberg deal and will probably cause more issues than it solves but it'll be a cheap fun experiment so I'll give it a try.
The tent/batting cage idea, one built out of pvc pipe and netting, is probably a better solution.
Bill K.