I don't know the reason... but many moons ago when I was on depo.. I would be fine for the first 3 wks after the shot and spot for over two months until the next shot.. this went on for a year, until I gave up..
Plenty of women experience the same thing, I was lucky enough to not have another period while on the shot. I used to joke that the way depo worked is that with some women they spotted so much they never wanted to have sex anyway (poor joke, I know)
There are other forms of birth control out there that may work better if the spotting is a problem. It takes some time for depo to work out of your system, so these side effects could continue for a little while after ceasing the shot.