It shouldn't work like that. I would like to look at your code. Please post a support incident and include a copy of your update page. I think that can be corrected with a conditional statement so that the url is not added when the field was not updated.
so instead of:
http://www.yoursite.com/yourdirectory/<?php echo($yourUploadFileName); ?>
you use something like:
<?php echo(($yourUploadStatus==1)?"http://www.yoursite.com/yourdirectory/":""); ?><?php echo($yourUploadFileName); ?>
This would only add the http:// at the front if the upload status is equal to 1 (if the file was uploaded). The way you reference the updlaod status depends on the upload field on the page but you can drag it from the bindings for reference.