I am not sure what you mean by “a lot”? Do you mean it often happens? Or that your bladder seems particularly full?
I certainly find I need to pee after wanking at least some of the time.
I have also read one theory as to why it happens. Normally, the need to pee is controlled by stretch receptors in the bladder that work as a way of determining how full it is. Once it gets to a certain fill level you start to feel the need and as it continues to fill the need becomes increasingly urgent. If the need was to disappear again as soon as the fill level got to below the threshold, though, we would be peeing little and often, so the theory is that liquid in the urethra, the tube that leads from the bladder to the tip of the penis, maintains the need to make sure you continue to pee until reasonably close to empty.
When we cum, that goes along the same bit of the urethra and, as it is thicker, there may be some left in there at the end which would trigger “liquid in the urethra” bit. Peeing washes that out.