I find the same thing. If I had a good angle, and light pressure, there is less, if any burn when I splash on my Old Spice. But if I was too aggressive, "ohhh baby! Feel the burn! Love the bu-- AHH!! Make it stop!..."
Either way, after the AS, I then follow that up with a nice, soothing facial lotion, unscented of course. Hopefully, within the next few months I can afford to get a nice aftershave balm, but for now, this works.