Hmm... I'm usually woken up a bit during the suggestion phase as well (tho I'm fully conscience in the first place, I just get a bit more aware). I think it's because EMG usually uses the same file(s) for inductions, and then cuts and pastes the suggestions at the end of it. It makes it so that you're hearing a whole different tone of voice and background noise after the transition, and can jolt you a bit.
I don't know if it's supposed to do that or not, and can't give any suggestions to fix (or not fix) it since I'm new to the whole hypnotism thing.