Mine doesn't, but I don't use the paste, and I rinse for 10 minutes to make sure I get it all out of my hair/off of my scalp. Usually, if my hair itches really badly, and I rinse it again (focusing on the itchy areas) the itching stops, which seems to indicate that there was something on my scalp there, ya know?
Try rinsing it out for a little longer, and see if it still itches....