One question : do you smoke?
I tend to have it once in a while as well, for the simple reason that the high pressure in the lungs due to the playing, loosens up the sputum in the lungs. One more reason to stop smoking for me.
If you don't smoke, it might be you're allergic, asthmatic or have another condition (e.g. any kind of inflammation) that is not causing you problems, but does cause excessive production of sputum that comes loose when you play.
Nothing to really worry about imho, unless you have troubles (pain, breathing difficulty) etc. with it as well. Then I would say : talk to a doctor just to be sure.
disclaimer : I'm a biologist, NOT a doctor!