Why are rows added to PRIMARY file group as well as partition file group?

I have done partition on my table and set three new file groups but data is being added to both PRIMARY file group and one of the new file groups.

I have got a large table in my database called Sessions. I have created three new file groups FG_SESSION_1, FG_SESSION_2 and FG_SESSION_3 and each of these file group has two files.

--create new file groupsALTERDATABASE Partition_Test ADD FILEGROUP FG_SESSION_1;
GOALTERDATABASE Partition_TestADDFILE(
    NAME = N'fg_session_1_dat1',
    FILENAME = N'D:\Databases\fg_session_1_dat1.ndf',
    SIZE =1MB,
    FILEGROWTH =1MB),(
    NAME = N'fg_session_1_dat2',
    FILENAME = N'F:\Databases\fg_session_1_dat2.ndf',
    SIZE =1MB,
    FILEGROWTH =1MB)TO FILEGROUP FG_SESSION_1;
GOALTERDATABASE Partition_Test ADD FILEGROUP FG_SESSION_2;
GOALTERDATABASE Partition_TestADDFILE(
    NAME = N'fg_session_2_dat1',
    FILENAME = N'D:\Databases\fg_session_2_dat1.ndf',
    SIZE =1MB,
    FILEGROWTH =1MB),(
    NAME = N'fg_session_2_dat2',
    FILENAME = N'F:\Databases\fg_session_2_dat2.ndf',
    SIZE =1MB,
    FILEGROWTH =1MB)TO FILEGROUP FG_SESSION_2;
GOALTERDATABASE Partition_Test ADD FILEGROUP FG_SESSION_3;
GOALTERDATABASE Partition_TestADDFILE(
    NAME = N'fg_session_3_dat1',
    FILENAME = N'D:\Databases\fg_session_3_dat1.ndf',
    SIZE =1MB,
    FILEGROWTH =1MB),(
    NAME = N'fg_session_3_dat2',
    FILENAME = N'F:\Databases\fg_session_3_dat2.ndf',
    SIZE =1MB,
    FILEGROWTH =1MB)TO FILEGROUP FG_SESSION_3;
GO

Then I created a partition function and scheme to partition my Sessions table over three file groups.

--create partitionCREATEPARTITIONFUNCTION P_FUN_SESSION_1 (int)AS RANGE LEFTFORVALUES(10,20);
GOCREATEPARTITION SCHEME P_SCH_SESSION_1ASPARTITION P_FUN_SESSION_1TO(FG_SESSION_1, FG_SESSION_2, FG_SESSION_3);
GOCREATENONCLUSTEREDINDEX IX_PARTITION_Sessions_SessionIDON Sessions (SessionID)ON P_SCH_SESSION_1 (OrgID);

All work fine and data is split over three new file groups as mentioned in the partition scheme but I have realised that my data is also being inserted into the original PRIMARY file group as well as one of the new file groups.

I ran a query to find out number of rows in each partition and also checked file sizes for each file group. Every time I insert a new row, it is going to both PRIMARY file group and one of the new file groups. Any Idea why?

ObjectName  | PartitionScheme | FileGroupName |Rows------------|-----------------|---------------|-----------
Sessions    | P_SCH_SESSION_1 |PRIMARY|12048592
Sessions    | P_SCH_SESSION_1 | FG_SESSION_1  |12046592
Sessions    | P_SCH_SESSION_1 | FG_SESSION_1  |1000
Sessions    | P_SCH_SESSION_1 | FG_SESSION_1  |1000

I do not have any other table on this database and PRIMARY data file size is total of data file sizes for FG_SESSION_1, FG_SESSION_2 and FG_SESSION_3

What else Do I need to add to make sure my rows are only go to new file groups and not to the PRIMARY file group?