Why is the water coming out of my shower head and the spout at the same time?

For newer installation - Typically, these scenarios can happen when the valve and spout are installed too close to one another, For the best results, you will need to open up the wall and install the valve 8 inches or more above the tub spout.

Another possibility is that your valve may have been installed upside down.
And, in some cases, PEX tubes are used in-between the valve and spout, which any blockage could cause back pressures to the general flow.

For older installation, you will need to check and replace the shower cartridge and/or the diverter cartridge to repair this issue.