My favourite Metroid game has got to be Zero Mission on the GBA.
A weird choice maybe but it was my first metroid when I played the GBA, I thought the music and atmosphere was kick ass and enjoyed the simple enough controls.
For a 3D Metroid it would be the trilogy on Wii at the time.
What about you?
I could be wrong, but I think that only happens if you repeatedly enter and exit the EMMI Zone, allowing it to wander around too much. Which is something you might get scared into doing on a first playthrough!