I'd agree with the spattering, but flux should not be captured in a weld. That would lead to porosity, and weld failure. The adavantages to using flux core wire would be best seen in an outdoor enviroment, where even a slight breeze would blow away your shielding gas, contaminating a weld. Arc welding on high hise building structures has become all but non- existant with the use of "suitcase" style mig flux core welders,as a time saver and more consistant weld quality.
One side note. At a certain time, some were trying prove that mig welding while using flux core wire was causing "weld embrittlement" where welds were failing due to just that, being brittle. I don't hear stories of that happening today, most likely due to the standards that organizations like The American Welding Society have set up have manufactures try to adhere to. Flux-core has its place. Glad you got a chance to try it out!