I used to have the same problem although not a wedge.

It was silent one one direction but made a scraping noise in the other.

It was basically bad technique and its not good for the blade in my humble opinion, i felt i could hear the damage to my edge and my next shave proved i was doing something wrong

I was told by several guys here to strop the spine and let the edge follow.

In my humble opinion any sound other than a very quiet swish swish in both directions is wrong and i definitely don't want up and down to sound different.

Of course i have never stropped a wedge so maybe i'm completely wrong and i should shut up.