The reason is w/ cotton batting, it's called bearding. There is actually a right and wrong side to the batting, and i always forget and just have to hope i do it "right". I try to pick it out as i go, and I don't know if it washes away when i wash the finished quilt or what. But, i've been "lucky" to not have it be an issue w/ the finished product.
btw - I have found warm and natural to be worst than quilters dream cotton.