I don't know a semi-auto firearm of any kind that doesn't produce enough heat in the ejected brass to burn the crap out of you...my GF still has a small scar on the top of one of her boobs from a piece of .22 brass that went down the front of her shirt a few weeks ago lol. I still have a slight mark from a piece of 7.62x25 that bounced of the ceiling and lodged behind the right lense of my glasses...now THAT hurt!
Everything I shoot in my ARs comes out a little to moderately dirty; however, it shouldn't be greasy or wet. Varget isn't particularly dirty powder, but you will see some residue.
Next time you go to the range, make sure there's a LIGHT coating of lube on the bolt/carrier...there shouldn't be puddles of liquid anywhere; also, at some point in the process, you should be wiping the sizing lube off of the cases before you shoot the ammo...you are doing that, right? If you didn't that could certainly account for what you're seeing.